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Log-likelihood,predictions and plotting are working.

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Ricardo 2013-01-29 23:54:02 +00:00
parent bb1e0021d7
commit d1a0883c12
4 changed files with 64 additions and 56 deletions
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4
GPy/inference/EP.py
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@ -136,7 +136,7 @@ class DTC(EP):
q(f|X) = int_{df}{N(f|KfuKuu_invu,diag(Kff-Qff)*N(u|0,Kuu)} = N(f|0,Sigma0)
Sigma0 = Qnn = Knm*Kmmi*Kmn
"""
self.Kmmi, self.Kmm_hld = pdinv(self.Kmm)
self.Kmmi, self.Lm, self.Lmi, self.Kmm_logdet = pdinv(self.Kmm)
self.KmnKnm = np.dot(self.Kmn, self.Kmn.T)
self.KmmiKmn = np.dot(self.Kmmi,self.Kmn)
self.Qnn_diag = np.sum(self.Kmn*self.KmmiKmn,-2)
@ -222,7 +222,7 @@ class FITC(EP):
q(f|X) = int_{df}{N(f|KfuKuu_invu,diag(Kff-Qff)*N(u|0,Kuu)} = N(f|0,Sigma0)
Sigma0 = diag(Knn-Qnn) + Qnn, Qnn = Knm*Kmmi*Kmn
"""
self.Kmmi, self.Kmm_hld = pdinv(self.Kmm)
self.Kmmi, self.Lm, self.Lmi, self.Kmm_logdet = pdinv(self.Kmm)
self.P0 = self.Kmn.T
self.KmnKnm = np.dot(self.P0.T, self.P0)
self.KmmiKmn = np.dot(self.Kmmi,self.P0.T)