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fizxed a numerical bug in stationary.py

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This commit is contained in:
James Hensman 2014-08-08 11:07:15 +01:00
parent ece85f02fe
commit df8bad0cde
2 changed files with 6 additions and 1 deletions
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4
GPy/kern/_src/rbf.py
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@ -37,6 +37,10 @@ class RBF(Stationary):
def dK_dr(self, r): def dK_dr(self, r):
return -r*self.K_of_r(r) return -r*self.K_of_r(r)
def spectrum(self, omega):
assert self.input_dim == 1 #TODO: higher dim spectra?
return self.variance*np.sqrt(2*np.pi)*self.lengthscale*np.exp(-self.lengthscale*2*omega**2/2)
#---------------------------------------# #---------------------------------------#
# PSI statistics # # PSI statistics #
#---------------------------------------# #---------------------------------------#

3
GPy/kern/_src/stationary.py
View file

@ -90,13 +90,14 @@ class Stationary(Kern):
Xsq = np.sum(np.square(X),1) Xsq = np.sum(np.square(X),1)
r2 = -2.*tdot(X) + (Xsq[:,None] + Xsq[None,:]) r2 = -2.*tdot(X) + (Xsq[:,None] + Xsq[None,:])
util.diag.view(r2)[:,]= 0. # force diagnoal to be zero: sometime numerically a little negative util.diag.view(r2)[:,]= 0. # force diagnoal to be zero: sometime numerically a little negative
r2 = np.clip(r2, 0, np.inf)
return np.sqrt(r2) return np.sqrt(r2)
else: else:
#X2, = self._slice_X(X2) #X2, = self._slice_X(X2)
X1sq = np.sum(np.square(X),1) X1sq = np.sum(np.square(X),1)
X2sq = np.sum(np.square(X2),1) X2sq = np.sum(np.square(X2),1)
r2 = -2.*np.dot(X, X2.T) + X1sq[:,None] + X2sq[None,:] r2 = -2.*np.dot(X, X2.T) + X1sq[:,None] + X2sq[None,:]
r2[r2<0] = 0. # A bit hacky r2 = np.clip(r2, 0, np.inf)
return np.sqrt(r2) return np.sqrt(r2)
@Cache_this(limit=5, ignore_args=()) @Cache_this(limit=5, ignore_args=())