[bgplvm] technical new stuff

GPy/core/__init__.py

@@ -7,6 +7,6 @@ from .parameterization.param import Param, ParamConcatenation
 from .parameterization.observable_array import ObsAr
 
 from .gp import GP
-from .svgp import SVGP
+#from .svgp import SVGP
 from .sparse_gp import SparseGP
 from .mapping import *

GPy/core/parameterization/variational.py

@@ -161,6 +161,16 @@ class NormalPosterior(VariationalPosterior):
         from ...plotting.matplot_dep import variational_plots
         return variational_plots.plot(self, *args, **kwargs)
 
+    def KL(self, other):
+        """Compute the KL divergence to another NormalPosterior Object. This only holds, if the two NormalPosterior objects have the same shape, as we do computational tricks for the multivariate normal KL divergence.
+        """
+        return .5*(
+            np.sum(self.variance/other.variance) 
+            + ((other.mean-self.mean)**2/other.variance).sum() 
+            - self.num_data * self.input_dim
+            + np.sum(np.log(other.variance)) - np.sum(np.log(self.variance))
+            )
+    
 class SpikeAndSlabPosterior(VariationalPosterior):
     '''
     The SpikeAndSlab distribution for variational approximations.