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bugfix: sparseGP.likelihood.Z not added to log_ll

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Max Zwiessele 2013-05-31 09:41:05 +01:00
parent 43cd5ad50b
commit df1e765507
1 changed files with 17 additions and 17 deletions
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26
GPy/models/sparse_GP.py
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@ -3,7 +3,7 @@
import numpy as np import numpy as np
import pylab as pb import pylab as pb
from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides,chol_inv from ..util.linalg import mdot, jitchol, tdot, symmetrify, backsub_both_sides, chol_inv
from ..util.plot import gpplot from ..util.plot import gpplot
from .. import kern from .. import kern
from GP import GP from GP import GP
@ -151,7 +151,7 @@ class sparse_GP(GP):
B = -0.5 * self.D * (np.sum(self.likelihood.precision * self.psi0) - np.trace(self.A)) B = -0.5 * self.D * (np.sum(self.likelihood.precision * self.psi0) - np.trace(self.A))
C = -self.D * (np.sum(np.log(np.diag(self.LB)))) # + 0.5 * self.M * np.log(sf2)) C = -self.D * (np.sum(np.log(np.diag(self.LB)))) # + 0.5 * self.M * np.log(sf2))
D = 0.5 * np.sum(np.square(self._LBi_Lmi_psi1V)) D = 0.5 * np.sum(np.square(self._LBi_Lmi_psi1V))
return A + B + C + D return A + B + C + D + self.likelihood.Z
def _set_params(self, p): def _set_params(self, p):
self.Z = p[:self.M * self.Q].reshape(self.M, self.Q) self.Z = p[:self.M * self.Q].reshape(self.M, self.Q)
@ -173,15 +173,15 @@ class sparse_GP(GP):
For a Gaussian likelihood, no iteration is required: For a Gaussian likelihood, no iteration is required:
this function does nothing this function does nothing
""" """
if not isinstance(self.likelihood,Gaussian): #Updates not needed for Gaussian likelihood if not isinstance(self.likelihood, Gaussian): # Updates not needed for Gaussian likelihood
self.likelihood.restart() #TODO check consistency with pseudo_EP self.likelihood.restart() # TODO check consistency with pseudo_EP
if self.has_uncertain_inputs: if self.has_uncertain_inputs:
Lmi = chol_inv(self.Lm) Lmi = chol_inv(self.Lm)
Kmmi = tdot(Lmi.T) Kmmi = tdot(Lmi.T)
diag_tr_psi2Kmmi = np.array([np.trace(psi2_Kmmi) for psi2_Kmmi in np.dot(self.psi2,Kmmi)]) diag_tr_psi2Kmmi = np.array([np.trace(psi2_Kmmi) for psi2_Kmmi in np.dot(self.psi2, Kmmi)])
self.likelihood.fit_FITC(self.Kmm,self.psi1,diag_tr_psi2Kmmi) #This uses the fit_FITC code, but does not perfomr a FITC-EP.#TODO solve potential confusion self.likelihood.fit_FITC(self.Kmm, self.psi1, diag_tr_psi2Kmmi) # This uses the fit_FITC code, but does not perfomr a FITC-EP.#TODO solve potential confusion
#raise NotImplementedError, "EP approximation not implemented for uncertain inputs" # raise NotImplementedError, "EP approximation not implemented for uncertain inputs"
else: else:
self.likelihood.fit_DTC(self.Kmm, self.psi1) self.likelihood.fit_DTC(self.Kmm, self.psi1)
# self.likelihood.fit_FITC(self.Kmm,self.psi1,self.psi0) # self.likelihood.fit_FITC(self.Kmm,self.psi1,self.psi0)
@ -235,14 +235,14 @@ class sparse_GP(GP):
var = Kxx - np.sum(Kx * np.dot(Kmmi_LmiBLmi, Kx), 0) var = Kxx - np.sum(Kx * np.dot(Kmmi_LmiBLmi, Kx), 0)
else: else:
# assert which_parts=='all', "swithching out parts of variational kernels is not implemented" # assert which_parts=='all', "swithching out parts of variational kernels is not implemented"
Kx = self.kern.psi1(self.Z, Xnew, X_variance_new)#, which_parts=which_parts) TODO: which_parts Kx = self.kern.psi1(self.Z, Xnew, X_variance_new) # , which_parts=which_parts) TODO: which_parts
mu = np.dot(Kx, self.Cpsi1V) mu = np.dot(Kx, self.Cpsi1V)
if full_cov: if full_cov:
raise NotImplementedError, "TODO" raise NotImplementedError, "TODO"
else: else:
Kxx = self.kern.psi0(self.Z,Xnew,X_variance_new) Kxx = self.kern.psi0(self.Z, Xnew, X_variance_new)
psi2 = self.kern.psi2(self.Z,Xnew,X_variance_new) psi2 = self.kern.psi2(self.Z, Xnew, X_variance_new)
var = Kxx - np.sum(np.sum(psi2*Kmmi_LmiBLmi[None,:,:],1),1) var = Kxx - np.sum(np.sum(psi2 * Kmmi_LmiBLmi[None, :, :], 1), 1)
return mu, var[:, None] return mu, var[:, None]
@ -272,9 +272,9 @@ class sparse_GP(GP):
# normalize X values # normalize X values
Xnew = (Xnew.copy() - self._Xmean) / self._Xstd Xnew = (Xnew.copy() - self._Xmean) / self._Xstd
if X_variance_new is not None: if X_variance_new is not None:
X_variance_new = X_variance_new / self._Xstd**2 X_variance_new = X_variance_new / self._Xstd ** 2
#here's the actual prediction by the GP model # here's the actual prediction by the GP model
mu, var = self._raw_predict(Xnew, X_variance_new, full_cov=full_cov, which_parts=which_parts) mu, var = self._raw_predict(Xnew, X_variance_new, full_cov=full_cov, which_parts=which_parts)
# now push through likelihood # now push through likelihood