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dL_dbeta now works in the uncollapsed sparse GP

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This commit is contained in:
James Hensman 2012-12-08 15:29:17 -08:00
parent 5f2c2a04f8
commit ef26888b78
1 changed files with 6 additions and 4 deletions
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10
GPy/models/uncollapsed_sparse_GP.py
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@ -61,7 +61,8 @@ class uncollapsed_sparse_GP(sparse_GP_regression):
self.dL_dpsi2 = - 0.5 * self.beta * (-self.D*self.Kmmi + mdot(self.Kmmi,self.q_u_expectation[1],self.Kmmi))
# Compute dL_dKmm
tmp = np.dot(0.5*np.eye(self.M) + np.dot(self.A,self.Kmmi),self.q_u_expectation[1]) -0.5*self.Kmm - np.dot(self.psi1,self.VmT)
tmp = np.dot(self.A,self.Kmmi)
tmp = 0.5*np.dot(np.eye(self.M) + tmp + tmp.T, self.q_u_expectation[1]) -0.5*self.Kmm - np.dot(self.psi1,self.VmT)
self.dL_dKmm = mdot(self.Kmmi,tmp,self.Kmmi)
def log_likelihood(self):
@ -70,10 +71,10 @@ class uncollapsed_sparse_GP(sparse_GP_regression):
"""
A = -0.5*self.N*self.D*(np.log(2.*np.pi) - np.log(self.beta))
B = -0.5*self.beta*self.D*self.trace_K
C = -0.5*self.D *(self.Kmm_logdet + np.sum(self.Lambda * self.q_u_expectation[1]) - self.M*self.D)
C = -0.5*self.D *(self.Kmm_logdet-self.q_u_logdet + np.sum(self.Lambda * self.q_u_expectation[1]) - self.M*self.D)
D = -0.5*self.beta*self.trYYT
E = np.sum(np.dot(self.V.T,self.projected_mean))
return A+B#+C+D+E
return A+B+C+D+E
def dL_dbeta(self):
"""
@ -82,8 +83,9 @@ class uncollapsed_sparse_GP(sparse_GP_regression):
"""
dA_dbeta = 0.5 * self.N*self.D/self.beta
dB_dbeta = - 0.5 * self.D * self.trace_K
dC_dbeta = - 0.5 * self.D * 1.#TODO
dC_dbeta = - 0.5 * self.D * np.sum(self.q_u_expectation[1]*mdot(self.Kmmi,self.psi2,self.Kmmi))
dD_dbeta = - 0.5 * self.trYYT
dE_dbeta = np.sum(np.dot(self.Y.T,self.projected_mean))
return np.squeeze(dA_dbeta + dB_dbeta + dC_dbeta + dD_dbeta)