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constant jitter

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This commit is contained in:
Max Zwiessele 2014-03-10 08:20:45 +00:00
parent a9a285c790
commit f7223ea377
2 changed files with 3 additions and 2 deletions
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2
GPy/inference/latent_function_inference/exact_gaussian_inference.py
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@ -46,7 +46,7 @@ class ExactGaussianInference(object):
alpha, _ = dpotrs(LW, YYT_factor, lower=1) alpha, _ = dpotrs(LW, YYT_factor, lower=1)
log_marginal = 0.5*(-Y.size * log_2_pi - Y.shape[1] * W_logdet - np.sum(alpha * YYT_factor)) log_marginal = 0.5*(-Y.size * log_2_pi - Y.shape[1] * W_logdet - np.sum(alpha * YYT_factor))
dL_dK = 0.5 * (tdot(alpha) - Y.shape[1] * Wi) dL_dK = 0.5 * (tdot(alpha) - Y.shape[1] * Wi)
#TODO: does this really live here? #TODO: does this really live here?

3
GPy/inference/latent_function_inference/var_dtc.py
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@ -77,7 +77,8 @@ class VarDTC(object):
num_inducing = Z.shape[0] num_inducing = Z.shape[0]
num_data = Y.shape[0] num_data = Y.shape[0]
# kernel computations, using BGPLVM notation # kernel computations, using BGPLVM notation
Kmm = kern.K(Z)
Kmm = kern.K(Z) +np.eye(Z.shape[0]) * self.const_jitter
Lm = jitchol(Kmm) Lm = jitchol(Kmm)