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reverted stupid merge error

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Max Zwiessele 2013-07-18 15:15:09 +01:00
parent a27557e196
commit dcec9d2a25
8 changed files with 41 additions and 17 deletions
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6
GPy/core/sparse_gp.py
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@ -108,7 +108,7 @@ class SparseGP(GPBase):
self.B = np.eye(self.num_inducing) + self.A
self.LB = jitchol(self.B)
#VVT_factor is a matrix such that tdot(VVT_factor) = VVT...this is for efficiency!
# VVT_factor is a matrix such that tdot(VVT_factor) = VVT...this is for efficiency!
self.psi1Vf = np.dot(self.psi1.T, self.likelihood.VVT_factor)
# back substutue C into psi1Vf
@ -163,7 +163,7 @@ class SparseGP(GPBase):
def log_likelihood(self):
""" Compute the (lower bound on the) log marginal likelihood """
if self.likelihood.is_heteroscedastic:
A = -0.5 * self.num_data * self.output_dim * np.log(2.*np.pi) + 0.5 * np.sum(np.log(self.likelihood.precision)) - 0.5 * np.sum(self.likelihood.V*self.likelihood.Y)
A = -0.5 * self.num_data * self.output_dim * np.log(2.*np.pi) + 0.5 * np.sum(np.log(self.likelihood.precision)) - 0.5 * np.sum(self.likelihood.V * self.likelihood.Y)
B = -0.5 * self.output_dim * (np.sum(self.likelihood.precision.flatten() * self.psi0) - np.trace(self.A))
else:
A = -0.5 * self.num_data * self.output_dim * (np.log(2.*np.pi) - np.log(self.likelihood.precision)) - 0.5 * self.likelihood.precision * self.likelihood.trYYT
@ -246,7 +246,7 @@ class SparseGP(GPBase):
Kmmi_LmiBLmi = backsub_both_sides(self.Lm, np.eye(self.num_inducing) - Bi)
if self.Cpsi1V is None:
psi1V = np.dot(self.psi1.T,self.likelihood.V)
psi1V = np.dot(self.psi1.T, self.likelihood.V)
tmp, _ = dtrtrs(self.Lm, np.asfortranarray(psi1V), lower=1, trans=0)
tmp, _ = dpotrs(self.LB, tmp, lower=1)
self.Cpsi1V, _ = dtrtrs(self.Lm, tmp, lower=1, trans=1)