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Added a couple of tests for model predictions

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Alan Saul 2014-03-21 14:22:42 +00:00
parent ee85229a5d
commit d15c4153f0
4 changed files with 109 additions and 16 deletions
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5
GPy/core/sparse_gp.py
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@ -88,8 +88,9 @@ class SparseGP(GP):
mu = np.dot(Kx.T, self.posterior.woodbury_vector)
if full_cov:
Kxx = self.kern.K(Xnew)
#var = Kxx - mdot(Kx.T, self.posterior.woodbury_inv, Kx)
var = Kxx - np.tensordot(np.dot(np.atleast_3d(self.posterior.woodbury_inv).T, Kx).T, Kx, [1,0]).swapaxes(1,2)
var = Kxx - np.dot(Kx.T, np.dot(self.posterior.woodbury_inv, Kx))
#var = Kxx[:,:,None] - np.tensordot(np.dot(np.atleast_3d(self.posterior.woodbury_inv).T, Kx).T, Kx, [1,0]).swapaxes(1,2)
var = var.squeeze()
else:
Kxx = self.kern.Kdiag(Xnew)
var = (Kxx - np.sum(np.dot(np.atleast_3d(self.posterior.woodbury_inv).T, Kx) * Kx[None,:,:], 1)).T