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Added Y_metadata to moments_match_ep, and removed log-concave student-t test, and added EP test for bernoulli

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This commit is contained in:
Alan Saul 2015-10-22 16:20:16 +01:00
parent 3dba1c05de
commit e7c8da2cdf
3 changed files with 22 additions and 18 deletions
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3
GPy/likelihoods/bernoulli.py
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@ -43,7 +43,7 @@ class Bernoulli(Likelihood):
Y_prep[Y.flatten() == 0] = -1
return Y_prep
def moments_match_ep(self, Y_i, tau_i, v_i):
def moments_match_ep(self, Y_i, tau_i, v_i, Y_metadata_i=None):
"""
Moments match of the marginal approximation in EP algorithm
@ -62,6 +62,7 @@ class Bernoulli(Likelihood):
Z_hat = std_norm_cdf(z)
Z_hat = np.where(Z_hat==0, 1e-15, Z_hat)
phi = std_norm_pdf(z)
mu_hat = v_i/tau_i + sign*phi/(Z_hat*np.sqrt(tau_i**2 + tau_i))
sigma2_hat = 1./tau_i - (phi/((tau_i**2+tau_i)*Z_hat))*(z+phi/Z_hat)

2
GPy/likelihoods/gaussian.py
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@ -67,7 +67,7 @@ class Gaussian(Likelihood):
"""
return Y
def moments_match_ep(self, data_i, tau_i, v_i):
def moments_match_ep(self, data_i, tau_i, v_i, Y_metadata_i=None):
"""
Moments match of the marginal approximation in EP algorithm