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auto_scale
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1 changed files with 5 additions and 1 deletions
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@ -185,7 +185,11 @@ class sparse_GP(GP):
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self.likelihood._set_params(p[self.Z.size+self.kern.Nparam:])
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self._compute_kernel_matrices()
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if self.auto_scale_factor:
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self.scale_factor = np.sqrt(self.psi2.sum(0).mean()*self.likelihood.precision)
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if self.likelihood.is_heteroscedastic:
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self.scale_factor = max(100.,(self.psi2_beta_scaled.sum(0).max()))
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print self.scale_factor
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else:
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self.scale_factor = np.sqrt(self.psi2.sum(0).mean()*self.likelihood.precision)
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self._computations()
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def _get_params(self):
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