diff --git a/GPy/likelihoods/Gaussian.py b/GPy/likelihoods/Gaussian.py index a5084cc0..fc36a63a 100644 --- a/GPy/likelihoods/Gaussian.py +++ b/GPy/likelihoods/Gaussian.py @@ -51,7 +51,7 @@ class Gaussian(likelihood): true_var = (var + self._variance)*self._std**2 _5pc = mean + - 2.*np.sqrt(true_var) _95pc = mean + 2.*np.sqrt(true_var) - return mean, _5pc, _95pc + return mean, true_var, _5pc, _95pc def fit_full(self): """ diff --git a/GPy/likelihoods/likelihood.py b/GPy/likelihoods/likelihood.py index 6ec57c07..c1d9585e 100644 --- a/GPy/likelihoods/likelihood.py +++ b/GPy/likelihoods/likelihood.py @@ -25,11 +25,16 @@ class likelihood: def _get_param_names(self): raise NotImplementedError - def _set_params(self,x): + def _set_params(self, x): raise NotImplementedError def fit(self): raise NotImplementedError - def _gradients(self,partial): + def _gradients(self, partial): raise NotImplementedError + + def predictive_values(self, mu, var): + raise NotImplementedError + + diff --git a/GPy/likelihoods/likelihood_functions.py b/GPy/likelihoods/likelihood_functions.py index 3e2a0361..4b8e7013 100644 --- a/GPy/likelihoods/likelihood_functions.py +++ b/GPy/likelihoods/likelihood_functions.py @@ -48,14 +48,14 @@ class probit(likelihood_function): def predictive_values(self,mu,var): """ - Compute mean, and conficence interval (percentiles 5 and 95) of the prediction + Compute mean, variance and conficence interval (percentiles 5 and 95) of the prediction """ mu = mu.flatten() var = var.flatten() mean = stats.norm.cdf(mu/np.sqrt(1+var)) p_025 = np.zeros(mu.shape) p_975 = np.ones(mu.shape) - return mean, p_025, p_975 + return mean, np.nan*var, p_025, p_975 # TODO: better values here (mean is okay) class Poisson(likelihood_function): """ @@ -131,4 +131,4 @@ class Poisson(likelihood_function): tmp = stats.poisson.ppf(np.array([.025,.975]),mean) p_025 = tmp[:,0] p_975 = tmp[:,1] - return mean,p_025,p_975 + return mean,np.nan*mean,p_025,p_975 # better variance here TODO diff --git a/GPy/models/GP.py b/GPy/models/GP.py index 796ab7d6..238e7cd7 100644 --- a/GPy/models/GP.py +++ b/GPy/models/GP.py @@ -179,7 +179,7 @@ class GP(model): mu, var = self._raw_predict(Xnew, slices, full_cov) #now push through likelihood TODO - mean, _025pm, _975pm = self.likelihood.predictive_values(mu, var) + mean, var, _025pm, _975pm = self.likelihood.predictive_values(mu, var) return mean, var, _025pm, _975pm