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correct the initial distribution of p

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This commit is contained in:
Zhenwen Dai 2014-08-06 16:33:35 +01:00
parent 23120c53e2
commit d11a2c482c
1 changed files with 6 additions and 5 deletions
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11
GPy/inference/optimization/hmc.py
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@ -18,8 +18,7 @@ class HMC:
thetas = np.empty((m_iters,self.p.size))
ps = np.empty((m_iters,self.p.size))
for i in xrange(m_iters):
#Gibbs
self.p[:] = np.random.multivariate_normal(np.ones(self.p.size),self.M)
self.p[:] = np.random.multivariate_normal(np.zeros(self.p.size),self.M)
H_old = self._computeH()
p_old = self.p.copy()
theta_old = self.model.optimizer_array.copy()
@ -27,9 +26,11 @@ class HMC:
self._update(hmc_iters)
H_new = self._computeH()
k = np.exp(H_old-H_new)
a = np.random.rand()
if a<k:
if H_old>H_new:
k = 1.
else:
k = np.exp(H_old-H_new)
if np.random.rand()<k:
thetas[i] = self.model.optimizer_array
ps[i] = self.p
else: