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more messing around with coregionalize

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This commit is contained in:
James Hensman 2013-03-06 16:25:29 +00:00
parent 81810d3a7b
commit d00d10952c
1 changed files with 3 additions and 19 deletions
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22
GPy/kern/coregionalise.py
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@ -70,7 +70,7 @@ class coregionalise(kernpart):
target += np.hstack([dW.flatten(),dkappa])
def dKdiag_dtheta(self,partial,index,target):
def dKdiag_dtheta_foo(self,partial,index,target):
index = np.asarray(index,dtype=np.int).flatten()
partial_small = np.zeros(self.Nout)
for i in range(self.Nout):
@ -82,23 +82,7 @@ class coregionalise(kernpart):
def dK_dX(self,partial,X,X2,target):
pass
def dKdiag_dthetai_(self,partial,index,target):
index = np.asarray(index,dtype=np.int)
index2 = index
ii,jj = np.meshgrid(index2,index)
PK = np.zeros((self.R,self.R))
partial_small = np.zeros_like(self.B)
for i in range(self.Nout):
for j in range(self.Nout):
partial_small[j,i] = np.sum(partial[np.diag((ii==i)*(jj==j))])
#print partial_small
dkappa = np.diag(partial_small)
##target += (((X2[:, None, :] * self.variances)) * partial[:,:, None]).sum(0)
partial_small = np.diag(np.diag(partial_small))
#dW = 2.*(self.W[:,None,:]*partial_small[:,:,None]).sum(0)
dW = 2.
target += np.hstack([dW.flatten(),dkappa])
def dKdiag_dtheta(self,partial,index,target):
self.dK_dtheta(np.diag(partial),index,index,target)