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added automatic scale_factor to sparse GPs

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This commit is contained in:
Nicolo Fusi 2013-04-12 13:32:18 +01:00
parent c7e8345c96
commit ffa1879cfc
1 changed files with 3 additions and 1 deletions
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4
GPy/models/sparse_GP.py
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@ -36,7 +36,7 @@ class sparse_GP(GP):
def __init__(self, X, likelihood, kernel, Z, X_variance=None, Xslices=None,Zslices=None, normalize_X=False): def __init__(self, X, likelihood, kernel, Z, X_variance=None, Xslices=None,Zslices=None, normalize_X=False):
self.scale_factor = 100.0# a scaling factor to help keep the algorithm stable self.scale_factor = 100.0# a scaling factor to help keep the algorithm stable
self.auto_scale_factor = False
self.Z = Z self.Z = Z
self.Zslices = Zslices self.Zslices = Zslices
self.Xslices = Xslices self.Xslices = Xslices
@ -184,6 +184,8 @@ class sparse_GP(GP):
self.kern._set_params(p[self.Z.size:self.Z.size+self.kern.Nparam]) self.kern._set_params(p[self.Z.size:self.Z.size+self.kern.Nparam])
self.likelihood._set_params(p[self.Z.size+self.kern.Nparam:]) self.likelihood._set_params(p[self.Z.size+self.kern.Nparam:])
self._compute_kernel_matrices() self._compute_kernel_matrices()
if self.auto_scale_factor:
self.scale_factor = np.sqrt(self.psi2.sum(0).mean()*self.likelihood.precision)
self._computations() self._computations()
def _get_params(self): def _get_params(self):