From c4bd881ed947e28aab707c48495251f710adf6c1 Mon Sep 17 00:00:00 2001 From: James Hensman Date: Wed, 8 May 2013 09:26:15 +0100 Subject: [PATCH] reverted EP procedure (removed cholupdate) --- GPy/likelihoods/EP.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/GPy/likelihoods/EP.py b/GPy/likelihoods/EP.py index 8307b6b4..2a9825d6 100644 --- a/GPy/likelihoods/EP.py +++ b/GPy/likelihoods/EP.py @@ -196,9 +196,9 @@ class EP(likelihood): self.tau_tilde[i] = self.tau_tilde[i] + Delta_tau self.v_tilde[i] = self.v_tilde[i] + Delta_v #Posterior distribution parameters update - #LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau - #L = jitchol(LLT) - cholupdate(L,Kmn[:,i]*np.sqrt(Delta_tau)) + LLT = LLT + np.outer(Kmn[:,i],Kmn[:,i])*Delta_tau + L = jitchol(LLT) + #cholUpdate(L,Kmn[:,i]*np.sqrt(Delta_tau)) V,info = linalg.lapack.flapack.dtrtrs(L,Kmn,lower=1) Sigma_diag = np.sum(V*V,-2) si = np.sum(V.T*V[:,i],-1)