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[psi2n] Liner psi2 statistics now implemented for separate n

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This commit is contained in:
James Hensman 2015-09-04 15:29:20 +01:00
parent 56acbf4e0a
commit d7655e4407
1 changed files with 5 additions and 4 deletions
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9
GPy/kern/_src/psi_comp/linear_psi_comp.py
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@ -21,11 +21,12 @@ def psicomputations(variance, Z, variational_posterior, return_psi2_n=False):
S = variational_posterior.variance
psi0 = (variance*(np.square(mu)+S)).sum(axis=1)
psi1 = np.dot(mu,(variance*Z).T)
if not return_psi2_n:
psi2 = np.dot(S.sum(axis=0)*np.square(variance)*Z,Z.T)+ tdot(psi1.T)
Zv = variance * Z
psi1 = np.dot(mu,Zv.T)
if return_psi2_n:
psi2 = psi1[:,:,None] * psi1[:,None,:] + np.dot(S[:,None,:] * Zv[None,:,:], Zv.T)
else:
raise NotImplementedError
psi2 = np.dot(S.sum(axis=0) * Zv, Zv.T) + tdot(psi1.T)
return psi0, psi1, psi2