Python inv_chol Examples

Example #1

    def _update_inverses(self):
        """
        Calculates and stores kernel, and its inverses.
        """

        for j in range(self.num_latent_proc):
            self.Kzz[j, :, :] = self.kernels_latent[j].K(self.Z[j, :, :])
            self.chol[j, :, :] = jitchol(self.Kzz[j, :, :])
            self.invZ[j, :, :] = inv_chol(self.chol[j, :, :])
            self.log_detZ[j] = pddet(self.chol[j, :, :])
        self.hypers_changed = False
        self.inducing_changed = False

Example #2

File: savigp.py Project: jfutoma/savigp

    def _update_inverses(self):
        """
        Calculates and stores kernel, and its inverses.
        """

        for j in range(self.num_latent_proc):
            self.Kzz[j, :, :] = self.kernels_latent[j].K(self.Z[j, :, :])
            self.chol[j, :, :] = jitchol(self.Kzz[j, :, :])
            self.invZ[j, :, :] = inv_chol(self.chol[j, :, :])
            self.log_detZ[j] = pddet(self.chol[j, :, :])
        self.hypers_changed = False
        self.inducing_changed = False

Example #3

File: diagonal_gaussian_mixture.py Project: alongwithyou/Sparse-GP

 def grad_trace_a_inv_dot_covars(self, chol_a, k, j):
     a_inv = util.inv_chol(chol_a)
     return np.diagonal(a_inv) * self.covars[k, j, :].flatten()

Example #4

File: mog_diag.py Project: jfutoma/savigp

 def tr_AinvS(self, L, k, j):
     return np.dot(np.diagonal(inv_chol(L)), self.s[k, j, :])

Example #5

File: mog_diag.py Project: jfutoma/savigp

 def dAinvS_dS(self, L, k, j):
     return np.diagonal(inv_chol(L)) * self.s[k, j, :].flatten()

Example #6

File: mog_diag.py Project: ebonilla/savigp-1

 def tr_AinvS(self, L, k, j):
     return np.dot(np.diagonal(inv_chol(L)), self.s[k, j, :])

Example #7

File: mog_diag.py Project: ebonilla/savigp-1

 def dAinvS_dS(self, L, k, j):
     return np.diagonal(inv_chol(L)) * self.s[k, j, :].flatten()