apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-18 13:55:14 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions

reverted EP procedure (removed cholupdate)

Browse source
This commit is contained in:
James Hensman 2013-05-08 09:26:15 +01:00
parent 0e8bc5662a
commit c4bd881ed9
1 changed files with 3 additions and 3 deletions
Download patch file Download diff file Expand all files Collapse all files

6
GPy/likelihoods/EP.py
View file

@ -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)