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added a log warping function

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This commit is contained in:
Daniel Beck 2016-02-22 19:57:54 +00:00
parent 24e9d68a19
commit c129900768
2 changed files with 66 additions and 14 deletions
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20
GPy/models/warped_gp.py
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@ -44,17 +44,19 @@ class WarpedGP(GP):
super(WarpedGP, self).parameters_changed()
Kiy = self.posterior.woodbury_vector.flatten()
self.warping_function.update_grads(self.Y_untransformed, Kiy)
grad_y = self.warping_function.fgrad_y(self.Y_untransformed)
grad_y_psi, grad_psi = self.warping_function.fgrad_y_psi(self.Y_untransformed,
return_covar_chain=True)
djac_dpsi = ((1.0 / grad_y[:, :, None, None]) * grad_y_psi).sum(axis=0).sum(axis=0)
dquad_dpsi = (Kiy[:, None, None, None] * grad_psi).sum(axis=0).sum(axis=0)
#grad_y = self.warping_function.fgrad_y(self.Y_untransformed)
#grad_y_psi, grad_psi = self.warping_function.fgrad_y_psi(self.Y_untransformed,
# return_covar_chain=True)
#djac_dpsi = ((1.0 / grad_y[:, :, None, None]) * grad_y_psi).sum(axis=0).sum(axis=0)
#dquad_dpsi = (Kiy[:, None, None, None] * grad_psi).sum(axis=0).sum(axis=0)
warping_grads = -dquad_dpsi + djac_dpsi
#warping_grads = -dquad_dpsi + djac_dpsi
self.warping_function.psi.gradient[:] = warping_grads[:, :-1]
self.warping_function.d.gradient[:] = warping_grads[0, -1]
#self.warping_function.psi.gradient[:] = warping_grads[:, :-1]
#self.warping_function.d.gradient[:] = warping_grads[0, -1]
def transform_data(self):
Y = self.warping_function.f(self.Y_untransformed.copy()).copy()
@ -160,7 +162,7 @@ class WarpedGP(GP):
mu_star, var_star = self._raw_predict(x_test)
fy = self.warping_function.f(y_test)
ll_lpd = self.likelihood.log_predictive_density(fy, mu_star, var_star, Y_metadata=Y_metadata)
return ll_lpd - np.log(self.warping_function.fgrad_y(y_test))
return ll_lpd + np.log(self.warping_function.fgrad_y(y_test))
if __name__ == '__main__':