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fallback the implementation of spike and slab prior

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This commit is contained in:
Zhenwen Dai 2015-03-30 21:49:02 +01:00
parent 4f0894b6b7
commit edbb576bfc
4 changed files with 27 additions and 36 deletions
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6
GPy/inference/latent_function_inference/var_dtc_parallel.py
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@ -169,11 +169,13 @@ class VarDTC_minibatch(LatentFunctionInference):
Kmm = kern.K(Z).copy()
diag.add(Kmm, self.const_jitter)
Lm = jitchol(Kmm, maxtries=100)
if not np.isfinite(Kmm).all():
print Kmm
Lm = jitchol(Kmm)
LmInvPsi2LmInvT = backsub_both_sides(Lm,psi2_full,transpose='right')
Lambda = np.eye(Kmm.shape[0])+LmInvPsi2LmInvT
LL = jitchol(Lambda, maxtries=100)
LL = jitchol(Lambda)
logdet_L = 2.*np.sum(np.log(np.diag(LL)))
b = dtrtrs(LL,dtrtrs(Lm,psi1Y_full.T)[0])[0]
bbt = np.square(b).sum()