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Merge branch 'params' of github.com:SheffieldML/GPy into params
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commit
d95da876e0
4 changed files with 12 additions and 16 deletions
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@ -92,12 +92,11 @@ class LaplaceInference(object):
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iteration = 0
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while difference > self._mode_finding_tolerance and iteration < self._mode_finding_max_iter:
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W = -likelihood.d2logpdf_df2(f, Y, extra_data=Y_metadata)
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W_f = W*f
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grad = likelihood.dlogpdf_df(f, Y, extra_data=Y_metadata)
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W_f = W*f
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b = W_f + grad # R+W p46 line 6.
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#W12BiW12Kb, B_logdet = self._compute_B_statistics(K, W.copy(), np.dot(K, b), likelihood.log_concave)
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W12BiW12, _, _ = self._compute_B_statistics(K, W, likelihood.log_concave)
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W12BiW12Kb = np.dot(W12BiW12, np.dot(K, b))
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