added sparsegp with missing data

This commit is contained in:
Max Zwiessele 2014-02-18 15:52:33 +00:00
parent e96d40b4cc
commit d0c563ff0a
19 changed files with 572 additions and 325 deletions

View file

@ -136,7 +136,7 @@ def poly(input_dim,variance=1., weight_variance=None,bias_variance=1.,degree=2,
part = parts.poly.POLY(input_dim,variance,weight_variance,bias_variance,degree,ARD)
return kern(input_dim, [part])
def white(input_dim,variance=1.):
def white(input_dim,variance=1.,name='white'):
"""
Construct a white kernel.
@ -146,7 +146,7 @@ def white(input_dim,variance=1.):
:type variance: float
"""
part = parts.white.White(input_dim,variance)
part = parts.white.White(input_dim,variance,name=name)
return kern(input_dim, [part])
def eq_ode1(output_dim, W=None, rank=1, kappa=None, length_scale=1., decay=None, delay=None):

View file

@ -60,7 +60,7 @@ class Linear(Kernpart):
self._K_computations(X, None)
def update_gradients_full(self, dL_dK, X):
#self.variances.gradient[:] = 0
self.variances.gradient[:] = 0
self._param_grad_helper(dL_dK, X, None, self.variances.gradient)
def update_gradients_sparse(self, dL_dKmm, dL_dKnm, dL_dKdiag, X, Z):

View file

@ -15,8 +15,8 @@ class White(Kernpart):
:param variance:
:type variance: float
"""
def __init__(self,input_dim,variance=1.):
super(White, self).__init__(input_dim, 'white')
def __init__(self,input_dim,variance=1., name='white'):
super(White, self).__init__(input_dim, name)
self.input_dim = input_dim
self.variance = Param('variance', variance, Logexp())
self.add_parameters(self.variance)