Commit graph

1038 commits

Author SHA1 Message Date
Alan Saul
9364efc755 Started adding gaussian sanity checker 2013-07-30 16:11:03 +01:00
Alan Saul
fdb7b99e0b Got rid of some overdoing the approximation 2013-07-29 17:21:52 +01:00
Alan Saul
aa98608590 Started adding gaussian likelihood, changed round preloading old_a 2013-07-29 15:29:46 +01:00
Alan Saul
57001851c4 Trying to debug kernel parameters learning (fails even when noise fixed)
may be some instablility, seems like it can get it if it starts close
2013-07-09 20:05:03 +01:00
Alan Saul
ee980227ac Fixed 2*variance plotting instead of 2*std plotting, tidied up 2013-07-09 11:35:42 +01:00
Alan Saul
2a366619b3 Changed incorrect naming 2013-07-08 16:09:20 +01:00
Alan Saul
4e5cefb4b5 Reparameratised in terms of sigma2 2013-07-08 15:48:53 +01:00
Alan Saul
ab6a3a571e Playing trying to find what makes it want to go so low 2013-07-02 11:14:48 +01:00
Alan Saul
a7169ab1ab Fixed bug where B wasn't refering to current f location 2013-07-01 15:21:47 +01:00
Alan Saul
26b3855af5 Everything seems to be gradchecking again 2013-07-01 10:06:20 +01:00
Alan Saul
c90b1f0c99 Added minimizer for finding f, doesn't help 2013-06-27 15:04:57 +01:00
Alan Saul
617d73ca32 Now checkgrads a lot more of the time, but still fails in optimisation, seems also odd that when parameter is fixed kernel parameters go to infinity 2013-06-26 15:44:26 +01:00
Alan Saul
064efd5535 Added another optimisation which doesn't use gradients. Seems like F is almost always found, but Y can be off, suggesting that Wi__Ki_W is wrong, maybe W? 2013-06-25 18:20:00 +01:00
Alan Saul
e80fad197c trying to fix optimisation problem, fixed a few bugs but still fails at very low noise 2013-06-24 15:39:38 +01:00
Alan Saul
d4bfd99c21 Starting to fiddle with mode finding code 2013-06-20 14:30:25 +01:00
Alan Saul
e900509a7c Fixed a sign wrong, now gradchecks weirdly only above certain points 2013-06-19 16:13:11 +01:00
Alan Saul
de689fa8e9 Now gradchecks everytime but student_t fit is bad, noise is underestimated by a long way 2013-06-19 12:00:00 +01:00
Alan Saul
ac461e1b2a Checkgrads with explicit and implicit components half the time 2013-06-18 17:55:58 +01:00
Alan Saul
f3b8dfb222 about to input new derivations for Z's... 2013-06-03 14:51:09 +01:00
Alan Saul
6c29750795 Took out all the asserts and using pure broadcasting method of diagonal now 2013-05-31 16:59:54 +01:00
Alan Saul
e842f6e687 Made it use the fact that W is diagonal and put assertions in to ensure that the results are the same 2013-05-31 16:45:22 +01:00
Alan Saul
f9857e08c0 Broken it by getting rid of squeeze, but now working on making it faster using proper vector multiplciation for diagonals 2013-05-31 11:55:32 +01:00
Alan Saul
20227fb2ac Made more numerically stable in a hope that it will work and I will find a bug... 2013-05-30 16:17:37 +01:00
Alan Saul
23ed2a2d15 Lots of name changing and went through all likelihood gradients again 2013-05-29 17:33:06 +01:00
Alan Saul
117c377d13 Ripped out all things Laplace parameter estimation, starting again with new tactic 2013-05-29 14:02:03 +01:00
Alan Saul
d63d370641 About to rip out old chain rule method of learning gradients 2013-05-29 13:46:55 +01:00
Alan Saul
146d7e2458 Trying to fix dL_dytil gradient 2013-05-17 17:42:00 +01:00
Alan Saul
48d693791e changed name 2013-05-16 12:22:37 +01:00
Alan Saul
e5d7ee9728 FIXED DYTIL_DFHAT 2013-05-16 12:06:09 +01:00
Alan Saul
21ae81de29 Workong on doing explicit gradients 2013-05-16 12:00:15 +01:00
Alan Saul
569311b510 Gradients almost there for dytil_dfhat, diagonal terms are right 2013-05-15 19:25:55 +01:00
Alan Saul
cad2c271eb merged with devel 2013-05-14 16:26:57 +01:00
Alan Saul
787a038401 Still getting closer to grads for likelihood 2013-05-14 16:23:18 +01:00
Ricardo
47a7df9756 Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-05-14 15:38:08 +01:00
Ricardo
3626154c02 remove profile 2013-05-14 15:38:00 +01:00
James Hensman
4bbf31eb1d removed RA's profile deco 2013-05-14 11:26:16 +01:00
James Hensman
350fa39685 generalised backsub_both_sides 2013-05-14 11:20:44 +01:00
Ricardo
225c35d55d Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-05-13 19:41:10 +01:00
Ricardo
a1036fb2a5 DSYR is being used now 2013-05-13 19:40:51 +01:00
Ricardo
cb4c363c11 Gradients are working now 2013-05-13 19:38:11 +01:00
Alan Saul
5472c5c6ba Almost have likelihood gradients working but kernels still way off 2013-05-13 18:36:02 +01:00
James Hensman
c859687d43 Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-05-13 17:23:54 +01:00
James Hensman
542759353b minor changes to the symmetrify function 2013-05-13 17:23:49 +01:00
Nicolo Fusi
ccde6c421f Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-05-13 17:21:45 +01:00
Nicolo Fusi
80c25c9aaf moved linalg function to GPy.linalg 2013-05-13 17:04:59 +01:00
Ricardo
3cc9547cab Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-05-13 15:09:43 +01:00
Ricardo
b84f70b205 gradietns check :) 2013-05-13 15:09:20 +01:00
James Hensman
9c701f6e5b added DSYR for ricardo 2013-05-13 12:54:55 +01:00
Ricardo
fda9cae3c3 Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-05-13 11:11:29 +01:00
Ricardo
68f493b86c New functions for EP-matching moments 2013-05-13 11:10:27 +01:00