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changes to regression and svigp

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This commit is contained in:
Andreas 2013-07-17 17:26:49 +01:00
commit ffa0f3a665
3 changed files with 30 additions and 26 deletions
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6
GPy/core/svigp.py
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@ -4,7 +4,7 @@
import numpy as np
import pylab as pb
from .. import kern
from ..util.linalg import pdinv, mdot, tdot, dpotrs, dtrtrs, jitchol, backsub_both_sides
from ..util.linalg import linalg, pdinv, mdot, tdot, dpotrs, dtrtrs, jitchol, backsub_both_sides
from ..likelihoods import EP
from gp_base import GPBase
from model import Model
@ -269,7 +269,6 @@ class SVIGP(GPBase):
def optimize(self, iterations, print_interval=10, callback=lambda:None, callback_interval=5):
param_step = 0.
#Iterate!
for i in range(iterations):
@ -288,6 +287,7 @@ class SVIGP(GPBase):
#compute the steps in all parameters
vb_step = self.vb_steplength*natgrads[0]
if (self.epochs>=1):#only move the parameters after the first epoch
# print "it {} ep {} par {}".format(self.iterations, self.epochs, param_step)
param_step = self.momentum*param_step + self.param_steplength*grads
else:
param_step = 0.
@ -295,8 +295,8 @@ class SVIGP(GPBase):
self.set_vb_param(self.get_vb_param() + vb_step)
#Note: don't recompute everything here, wait until the next iteration when we have a new batch
self._set_params(self._untransform_params(self._get_params_transformed() + param_step), computations=False)
#print messages if desired
if i and (not i%print_interval):
print i, np.mean(self._ll_trace[-print_interval:]) #, self.log_likelihood()
print np.round(np.mean(self._grad_trace[-print_interval:],0),3)