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This commit is contained in:
Zhenwen Dai 2014-09-01 18:39:43 +01:00
parent ca5067c614
commit e332c1e246
2 changed files with 11 additions and 6 deletions
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14
GPy/inference/latent_function_inference/var_dtc_parallel.py
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@ -170,12 +170,14 @@ class VarDTC_minibatch(LatentFunctionInference):
Kmm = kern.K(Z).copy()
diag.add(Kmm, self.const_jitter)
checkFullRank(Kmm)
r1 = checkFullRank(Kmm,name='Kmm')
Lm = jitchol(Kmm)
LmInvPsi2LmInvT = backsub_both_sides(Lm,psi2_full,transpose='right')
Lambda = np.eye(Kmm.shape[0])+LmInvPsi2LmInvT
checkFullRank(Lambda)
r2 = checkFullRank(Lambda,name='Lambda')
if (not r1) or (not r2):
raise
LL = jitchol(Lambda)
LL = np.dot(Lm,LL)
b,_ = dtrtrs(LL, psi1Y_full.T)
@ -339,7 +341,13 @@ def update_gradients(model, mpi_comm=None):
Y = model.Y_local
X = model.X[model.N_range[0]:model.N_range[1]]
model._log_marginal_likelihood, dL_dKmm, model.posterior = model.inference_method.inference_likelihood(model.kern, X, model.Z, model.likelihood, Y)
try:
model._log_marginal_likelihood, dL_dKmm, model.posterior = model.inference_method.inference_likelihood(model.kern, X, model.Z, model.likelihood, Y)
except Exception:
if model.mpi_comm is None or model.mpi_comm.rank==0:
import time
model.pickle('model_'+str(int(time.time()))+'.pickle')
raise
het_noise = model.likelihood.variance.size > 1