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checkgrad divide by zero catches

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Max Zwiessele 2014-03-05 13:01:41 +00:00
parent 988bad88a3
commit cf5c6bf227
1 changed files with 5 additions and 3 deletions
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8
GPy/core/model.py
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@ -299,8 +299,9 @@ class Model(Parameterized):
dx = dx[transformed_index] dx = dx[transformed_index]
gradient = gradient[transformed_index] gradient = gradient[transformed_index]
global_ratio = (f1 - f2) / (2 * np.dot(dx, np.where(gradient == 0, 1e-32, gradient))) denominator = (2 * np.dot(dx, gradient))
gloabl_diff = (f1 - f2) - (2 * np.dot(dx, np.where(gradient == 0, 1e-32, gradient))) global_ratio = (f1 - f2) / np.where(denominator==0., 1e-32, denominator)
gloabl_diff = (f1 - f2) - denominator
return (np.abs(1. - global_ratio) < tolerance) or (np.abs(gloabl_diff) < tolerance) return (np.abs(1. - global_ratio) < tolerance) or (np.abs(gloabl_diff) < tolerance)
else: else:
@ -348,7 +349,8 @@ class Model(Parameterized):
xx[xind] -= 2.*step xx[xind] -= 2.*step
f2 = self.objective_function(xx) f2 = self.objective_function(xx)
numerical_gradient = (f1 - f2) / (2 * step) numerical_gradient = (f1 - f2) / (2 * step)
ratio = (f1 - f2) / (2 * step * gradient[xind]) if np.all(gradient[xind]==0): ratio = (f1-f2) == gradient[xind]
else: ratio = (f1 - f2) / (2 * step * gradient[xind])
difference = np.abs((f1 - f2) / 2 / step - gradient[xind]) difference = np.abs((f1 - f2) / 2 / step - gradient[xind])
if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance: if (np.abs(1. - ratio) < tolerance) or np.abs(difference) < tolerance: