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_compute_GP_variables

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This commit is contained in:
Ricardo Andrade 2013-01-29 16:45:00 +00:00
parent cab3b77b6b
commit ec89c4efc3
1 changed files with 12 additions and 15 deletions
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27
GPy/inference/EP.py
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@ -48,13 +48,13 @@ class EP:
self.tau_tilde = np.zeros(self.N) self.tau_tilde = np.zeros(self.N)
self.v_tilde = np.zeros(self.N) self.v_tilde = np.zeros(self.N)
def restart_EP(self): def _compute_GP_variables(self):
""" #Variables to be called from GP
Set the EP approximation to initial state mu_tilde = self.v_tilde/self.tau_tilde #When calling EP, this variable is used instead of Y in the GP model
""" sigma_sum = 1./self.tau_ + 1./self.tau_tilde
self.tau_tilde = np.zeros(self.N) mu_diff_2 = (self.v_/self.tau_ - mu_tilde)**2
self.v_tilde = np.zeros(self.N) Z_ep = np.sum(np.log(self.Z_hat)) + 0.5*np.sum(np.log(sigma_sum)) + 0.5*np.sum(mu_diff_2/sigma_sum) #Normalization constant
self.mu = np.zeros(self.N) return self.tau_tilde[:,None], mu_tilde[:,None], Z_ep
class Full(EP): class Full(EP):
def fit_EP(self): def fit_EP(self):
@ -122,12 +122,7 @@ class Full(EP):
self.np1.append(self.tau_tilde.copy()) self.np1.append(self.tau_tilde.copy())
self.np2.append(self.v_tilde.copy()) self.np2.append(self.v_tilde.copy())
#Variables to be called from GP return self._compute_GP_variables()
mu_tilde = self.v_tilde/self.tau_tilde #When calling EP, this variable is used instead of Y in the GP model
sigma_sum = 1./self.tau_ + 1./self.tau_tilde
mu_diff_2 = (self.v_/self.tau_ - mu_tilde)**2
Z_ep = np.sum(np.log(self.Z_hat)) + 0.5*np.sum(np.log(sigma_sum)) + 0.5*np.sum(mu_diff_2/sigma_sum) #Normalization constant
return self.tau_tilde[:,None], mu_tilde[:,None], Z_ep
class DTC(EP): class DTC(EP):
def fit_EP(self): def fit_EP(self):
@ -212,7 +207,8 @@ class DTC(EP):
epsilon_np2 = sum((self.v_tilde-self.np2[-1])**2)/self.N epsilon_np2 = sum((self.v_tilde-self.np2[-1])**2)/self.N
self.np1.append(self.tau_tilde.copy()) self.np1.append(self.tau_tilde.copy())
self.np2.append(self.v_tilde.copy()) self.np2.append(self.v_tilde.copy())
return self.tau_tilde[:,None], self.v_tilde[:,None], self.Z_hat[:,None], self.tau_[:,None], self.v_[:,None]
return self._compute_GP_variables()
class FITC(EP): class FITC(EP):
def fit_EP(self): def fit_EP(self):
@ -313,4 +309,5 @@ class FITC(EP):
epsilon_np2 = sum((self.v_tilde-self.np2[-1])**2)/self.N epsilon_np2 = sum((self.v_tilde-self.np2[-1])**2)/self.N
self.np1.append(self.tau_tilde.copy()) self.np1.append(self.tau_tilde.copy())
self.np2.append(self.v_tilde.copy()) self.np2.append(self.v_tilde.copy())
return self.tau_tilde[:,None], self.v_tilde[:,None], self.Z_hat[:,None], self.tau_[:,None], self.v_[:,None]
return self._compute_GP_variables()