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allowed the gradchecker to return the gradient ratio

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Just to help with debugging.
This commit is contained in:
James Hensman 2013-01-11 17:58:19 +00:00
parent 1a135ca9f7
commit c949da2d67
1 changed files with 13 additions and 6 deletions
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19
GPy/core/model.py
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@ -286,7 +286,7 @@ class model(parameterised):
return '\n'.join(s)
def checkgrad(self, verbose=False, include_priors=False, step=1e-6, tolerance = 1e-3, *args):
def checkgrad(self, verbose=False, include_priors=False, step=1e-6, tolerance = 1e-3, return_ratio=False, *args):
"""
Check the gradient of the model by comparing to a numerical estimate.
If the overall gradient fails, invividual components are tested.
@ -306,12 +306,12 @@ class model(parameterised):
gradient = self.extract_gradients()
numerical_gradient = (f1-f2)/(2*dx)
ratio = (f1-f2)/(2*np.dot(dx,gradient))
global_ratio = (f1-f2)/(2*np.dot(dx,gradient))
if verbose:
print "Gradient ratio = ", ratio, '\n'
print "Gradient ratio = ", global_ratio, '\n'
sys.stdout.flush()
if (np.abs(1.-ratio)<tolerance) and not np.isnan(ratio):
if (np.abs(1.-global_ratio)<tolerance) and not np.isnan(global_ratio):
if verbose:
print 'Gradcheck passed'
else:
@ -366,5 +366,12 @@ class model(parameterised):
if verbose:
print ''
return False
return True
if return_ratio:
return global_ratio
else:
return False
if return_ratio:
return global_ratio
else:
return True