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domains added and class names in priors capitalized

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Max Zwiessele 2013-06-04 17:21:56 +01:00
parent 3546650d15
commit c7ac1ed9d8
7 changed files with 61 additions and 49 deletions
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14
GPy/likelihoods/EP.py
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@ -165,7 +165,7 @@ class EP(likelihood):
"""
Posterior approximation: q(f|y) = N(f| mu, Sigma)
Sigma = Diag + P*R.T*R*P.T + K
mu = w + P*gamma
mu = w + P*Gamma
"""
mu = np.zeros(self.N)
LLT = Kmm.copy()
@ -255,10 +255,10 @@ class EP(likelihood):
"""
Posterior approximation: q(f|y) = N(f| mu, Sigma)
Sigma = Diag + P*R.T*R*P.T + K
mu = w + P*gamma
mu = w + P*Gamma
"""
self.w = np.zeros(self.N)
self.gamma = np.zeros(M)
self.Gamma = np.zeros(M)
mu = np.zeros(self.N)
P = P0.copy()
R = R0.copy()
@ -311,10 +311,10 @@ class EP(likelihood):
RTR = np.dot(R.T,np.dot(np.eye(M) - Delta_tau/(1.+Delta_tau*Sigma_diag[i]) * np.dot(Rp_i,Rp_i.T),R))
R = jitchol(RTR).T
self.w[i] += (Delta_v - Delta_tau*self.w[i])*dii/dtd1
self.gamma += (Delta_v - Delta_tau*mu[i])*np.dot(RTR,P[i,:].T)
self.Gamma += (Delta_v - Delta_tau*mu[i])*np.dot(RTR,P[i,:].T)
RPT = np.dot(R,P.T)
Sigma_diag = Diag + np.sum(RPT.T*RPT.T,-1)
mu = self.w + np.dot(P,self.gamma)
mu = self.w + np.dot(P,self.Gamma)
self.iterations += 1
#Sigma recomptutation with Cholesky decompositon
Iplus_Dprod_i = 1./(1.+ Diag0 * self.tau_tilde)
@ -326,8 +326,8 @@ class EP(likelihood):
RPT = np.dot(R,P.T)
Sigma_diag = Diag + np.sum(RPT.T*RPT.T,-1)
self.w = Diag * self.v_tilde
self.gamma = np.dot(R.T, np.dot(RPT,self.v_tilde))
mu = self.w + np.dot(P,self.gamma)
self.Gamma = np.dot(R.T, np.dot(RPT,self.v_tilde))
mu = self.w + np.dot(P,self.Gamma)
epsilon_np1 = sum((self.tau_tilde-self.np1[-1])**2)/self.N
epsilon_np2 = sum((self.v_tilde-self.np2[-1])**2)/self.N
self.np1.append(self.tau_tilde.copy())