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Cache some values

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This commit is contained in:
Alan Saul 2015-07-14 14:38:17 +01:00
parent 7f6c9ed216
commit d3b53eabda
1 changed files with 5 additions and 4 deletions
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9
GPy/inference/latent_function_inference/laplace.py
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@ -139,10 +139,6 @@ class Laplace(LatentFunctionInference):
f_hat, Ki_fhat = self.rasm_mode(K, Y, likelihood, Ki_f_init, Y_metadata=Y_metadata) f_hat, Ki_fhat = self.rasm_mode(K, Y, likelihood, Ki_f_init, Y_metadata=Y_metadata)
self.f_hat = f_hat
#self.Ki_fhat = Ki_fhat
#self.K = K.copy()
#Compute hessian and other variables at mode #Compute hessian and other variables at mode
log_marginal, woodbury_inv, dL_dK, dL_dthetaL = self.mode_computations(f_hat, Ki_fhat, K, Y, likelihood, kern, Y_metadata) log_marginal, woodbury_inv, dL_dK, dL_dthetaL = self.mode_computations(f_hat, Ki_fhat, K, Y, likelihood, kern, Y_metadata)
@ -298,6 +294,11 @@ class Laplace(LatentFunctionInference):
else: else:
dL_dthetaL = np.zeros(likelihood.size) dL_dthetaL = np.zeros(likelihood.size)
#Cache some things for speedy LOO
self.Ki_W_i = Ki_W_i
self.K = K
self.W = W
self.f_hat = f_hat
return log_marginal, K_Wi_i, dL_dK, dL_dthetaL return log_marginal, K_Wi_i, dL_dK, dL_dthetaL
def _compute_B_statistics(self, K, W, log_concave, *args, **kwargs): def _compute_B_statistics(self, K, W, log_concave, *args, **kwargs):