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added sparsegp with missing data
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19 changed files with 572 additions and 325 deletions
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@ -2,12 +2,11 @@
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# Licensed under the BSD 3-clause license (see LICENSE.txt)
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import numpy as np
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from ..util.linalg import mdot, tdot, symmetrify, backsub_both_sides, dtrtrs, dpotrs, dpotri
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from ..util.linalg import mdot
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from gp import GP
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from parameterization.param import Param
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from ..inference.latent_function_inference import varDTC
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from GPy.inference.latent_function_inference import var_dtc
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from .. import likelihoods
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from GPy.util.misc import param_to_array
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class SparseGP(GP):
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"""
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@ -37,7 +36,7 @@ class SparseGP(GP):
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#pick a sensible inference method
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if inference_method is None:
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if isinstance(likelihood, likelihoods.Gaussian):
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inference_method = varDTC.VarDTC()
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inference_method = var_dtc.VarDTC()
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else:
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#inference_method = ??
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raise NotImplementedError, "what to do what to do?"
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