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very basic functionality is now working
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10 changed files with 88 additions and 284 deletions
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@ -1,12 +1,9 @@
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import numpy as np
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import random
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import pylab as pb #TODO erase me
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from scipy import stats, linalg
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from .likelihoods import likelihood
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from ..core import model
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from ..util.linalg import pdinv,mdot,jitchol
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from ..util.plot import gpplot
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from .. import kern
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class EP:
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def __init__(self,data,likelihood_function,epsilon=1e-3,power_ep=[1.,1.]):
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@ -15,12 +12,8 @@ class EP:
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Arguments
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---------
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X : input observations
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likelihood : Output's likelihood (likelihood class)
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kernel : a GPy kernel (kern class)
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inducing : Either an array specifying the inducing points location or a sacalar defining their number. None value for using a non-sparse model is used.
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power_ep : Power-EP parameters (eta,delta) - 2x1 numpy array (floats)
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epsilon : Convergence criterion, maximum squared difference allowed between mean updates to stop iterations (float)
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likelihood_function : a likelihood function (see likelihood_functions.py)
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"""
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self.likelihood_function = likelihood_function
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self.epsilon = epsilon
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@ -48,7 +41,6 @@ class EP:
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For nomenclature see Rasmussen & Williams 2006.
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"""
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#Prior distribution parameters: p(f|X) = N(f|0,K)
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#self.K = self.kernel.K(self.X,self.X)
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#Initial values - Posterior distribution parameters: q(f|X,Y) = N(f|mu,Sigma)
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self.mu = np.zeros(self.N)
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