Merge branch 'params' of github.com:SheffieldML/GPy into params

This commit is contained in:
James Hensman 2014-02-12 11:13:29 +00:00
commit d95da876e0
4 changed files with 12 additions and 16 deletions

View file

@ -92,12 +92,11 @@ class LaplaceInference(object):
iteration = 0
while difference > self._mode_finding_tolerance and iteration < self._mode_finding_max_iter:
W = -likelihood.d2logpdf_df2(f, Y, extra_data=Y_metadata)
W_f = W*f
grad = likelihood.dlogpdf_df(f, Y, extra_data=Y_metadata)
W_f = W*f
b = W_f + grad # R+W p46 line 6.
#W12BiW12Kb, B_logdet = self._compute_B_statistics(K, W.copy(), np.dot(K, b), likelihood.log_concave)
W12BiW12, _, _ = self._compute_B_statistics(K, W, likelihood.log_concave)
W12BiW12Kb = np.dot(W12BiW12, np.dot(K, b))