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lots of fixes, including prediction being mean and variance only

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This commit is contained in:
James Hensman 2014-03-13 14:42:03 +00:00
parent 365b8ae1e1
commit cc96f5b3d5
13 changed files with 118 additions and 128 deletions
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21
GPy/likelihoods/gaussian.py
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@ -18,6 +18,7 @@ import link_functions
from likelihood import Likelihood
from ..core.parameterization import Param
from ..core.parameterization.transformations import Logexp
from scipy import stats
class Gaussian(Likelihood):
"""
@ -49,11 +50,14 @@ class Gaussian(Likelihood):
if isinstance(gp_link, link_functions.Identity):
self.log_concave = True
def covariance_matrix(self, Y, **Y_metadata):
def covariance_matrix(self, Y, Y_metadata=None):
return np.eye(Y.shape[0]) * self.variance
def update_gradients(self, partial):
self.variance.gradient = np.sum(partial)
def update_gradients(self, grad):
self.variance.gradient = grad
def exact_inference_gradients(self, dL_dKdiag):
return dL_dKdiag.sum()
def _preprocess_values(self, Y):
"""
@ -76,16 +80,12 @@ class Gaussian(Likelihood):
Z_hat = 1./np.sqrt(2.*np.pi*sum_var)*np.exp(-.5*(data_i - v_i/tau_i)**2./sum_var)
return Z_hat, mu_hat, sigma2_hat
def predictive_values(self, mu, var, full_cov=False):
def predictive_values(self, mu, var, full_cov=False, Y_metadata=None):
if full_cov:
var += np.eye(var.shape[0])*self.variance
d = 2*np.sqrt(np.diag(var))
low, up = mu - d, mu + d
else:
var += self.variance
d = 2*np.sqrt(var)
low, up = mu - d, mu + d
return mu, var, low, up
return mu, var
def predictive_mean(self, mu, sigma):
return mu
@ -93,6 +93,9 @@ class Gaussian(Likelihood):
def predictive_variance(self, mu, sigma, predictive_mean=None):
return self.variance + sigma**2
def predictive_quantiles(self, mu, var, quantiles, Y_metadata):
return [stats.norm.ppf(q)*np.sqrt(var) + mu for q in quantiles]
def pdf_link(self, link_f, y, extra_data=None):
"""
Likelihood function given link(f)