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Added new link-function to enable derivative sign values as in Riihimaki & Vehtari (2010) paper

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Siivola Eero 2018-09-05 14:47:11 +03:00
parent f4629c89cd
commit d862fc71e2
2 changed files with 39 additions and 1 deletions
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8
GPy/testing/link_function_tests.py
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@ -2,11 +2,12 @@ import numpy as np
import scipy
from scipy.special import cbrt
from GPy.models import GradientChecker
import random
_lim_val = np.finfo(np.float64).max
_lim_val_exp = np.log(_lim_val)
_lim_val_square = np.sqrt(_lim_val)
_lim_val_cube = cbrt(_lim_val)
from GPy.likelihoods.link_functions import Identity, Probit, Cloglog, Log, Log_ex_1, Reciprocal, Heaviside
from GPy.likelihoods.link_functions import Identity, Probit, Cloglog, Log, Log_ex_1, Reciprocal, Heaviside, ScaledProbit
class LinkFunctionTests(np.testing.TestCase):
def setUp(self):
@ -123,6 +124,11 @@ class LinkFunctionTests(np.testing.TestCase):
link = Probit()
lim_of_inf = _lim_val
self.check_gradient(link, lim_of_inf, test_lim=True)
def test_scaledprobit_gradients(self):
link = ScaledProbit(nu=random.random())
lim_of_inf = _lim_val
self.check_gradient(link, lim_of_inf, test_lim=True)
def test_Cloglog_gradients(self):
link = Cloglog()