Esempio n. 1
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    def resample(self, data=[], stats=None):
        if len(data) > 0 or stats is not None:
            stats = self._get_statistics(data) if stats is None else stats
            for itr in range(self.niter):
                self.A, self.sigma = \
                    sample_mniw(*self._natural_to_standard(
                        self.natural_hypparam + stats))

                mat = self.M_0 - self.A
                self.resample_K(1. / 2 * np.einsum(
                    'ij,ij->j', mat, np.linalg.solve(self.sigma, mat)))
        else:
            self.resample_K()
            super(ARDRegression, self).resample()
Esempio n. 2
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    def resample(self,data=[],stats=None):
        if len(data) > 0 or stats is not None:
            stats = self._get_statistics(data) if stats is None else stats
            for itr in range(self.niter):
                self.A, self.sigma = \
                    sample_mniw(*self._natural_to_standard(
                        self.natural_hypparam + stats))

                mat = self.M_0 - self.A
                self.resample_K(1./2*np.einsum(
                    'ij,ij->j',mat,np.linalg.solve(self.sigma,mat)))
        else:
            self.resample_K()
            super(ARDRegression,self).resample()
Esempio n. 3
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 def resample_from_mf(self):
     self.A, self.sigma = sample_mniw(
         *self._natural_to_standard(self.mf_natural_hypparam))
Esempio n. 4
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 def resample(self, data=[], stats=None):
     stats = self._get_statistics(data) if stats is None else stats
     self.A, self.sigma = sample_mniw(
         *self._natural_to_standard(self.natural_hypparam + stats))
     self._initialize_mean_field()
Esempio n. 5
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 def resample_from_mf(self):
     self.A, self.sigma = sample_mniw(
         *self._natural_to_standard(self.mf_natural_hypparam))
Esempio n. 6
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 def resample(self,data=[],stats=None):
     stats = self._get_statistics(data) if stats is None else stats
     self.A, self.sigma = sample_mniw(
         *self._natural_to_standard(self.natural_hypparam + stats))
     self._initialize_mean_field()