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Merge branch 'devel' of github.com:SheffieldML/GPy into devel

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Ricardo 2013-05-17 15:18:48 +01:00
commit fc34cedde5
15 changed files with 394 additions and 445 deletions
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GPy/models/sparse_GP.py
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@ -76,7 +76,7 @@ class sparse_GP(GP):
# psi2_beta_scaled = (self.psi2 * (self.likelihood.precision.flatten().reshape(self.N, 1, 1) / sf2)).sum(0)
psi2_beta_scaled = (self.psi2 * (self.likelihood.precision.flatten().reshape(self.N, 1, 1))).sum(0)
evals, evecs = linalg.eigh(psi2_beta_scaled)
clipped_evals = np.clip(evals, 0., 1e15) # TODO: make clipping configurable
clipped_evals = np.clip(evals, 0., 1e6) # TODO: make clipping configurable
if not np.allclose(evals, clipped_evals):
print "Warning: clipping posterior eigenvalues"
tmp = evecs * np.sqrt(clipped_evals)