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Matthias Mayr
limbo
Commits
8528b855
Commit
8528b855
authored
May 10, 2018
by
Kazu Otani
Browse files
typo fixes and clarification
parent
fe23a48f
Changes
3
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src/limbo/model/gp.hpp
View file @
8528b855
...
...
@@ -115,7 +115,7 @@ namespace limbo {
this
->
_compute_full_kernel
();
}
/// Do not forget to call this if you use hyper-prameters optimization!!
/// Do not forget to call this if you use hyper-p
a
rameters optimization!!
void
optimize_hyperparams
()
{
_hp_optimize
(
*
this
);
...
...
@@ -271,12 +271,12 @@ namespace limbo {
// --- cholesky ---
// see:
// http://xcorr.net/2008/06/11/log-determinant-of-positive-definite-matrices-in-matlab/
long
double
det
=
2
*
_matrixL
.
diagonal
().
array
().
log
().
sum
();
long
double
log
det
=
2
*
_matrixL
.
diagonal
().
array
().
log
().
sum
();
double
a
=
(
_obs_mean
.
transpose
()
*
_alpha
)
.
trace
();
// generalization for multi dimensional observation
_log_lik
=
-
0.5
*
a
-
0.5
*
det
-
0.5
*
n
*
std
::
log
(
2
*
M_PI
);
_log_lik
=
-
0.5
*
a
-
0.5
*
log
det
-
0.5
*
n
*
std
::
log
(
2
*
M_PI
);
return
_log_lik
;
}
...
...
@@ -556,8 +556,8 @@ namespace limbo {
void
_compute_incremental_kernel
()
{
// Incremental LLT
// This part of the code is inpired from the Bayesopt Library (cholesky_add_row function).
// However, the mathematical fundations can be easily retrieved by detail
l
ing the equations of the
// This part of the code is in
s
pired from the Bayesopt Library (cholesky_add_row function).
// However, the mathematical f
o
undations can be easily retrieved by detailing the equations of the
// extended L matrix that produces the desired kernel.
size_t
n
=
_samples
.
size
();
...
...
src/limbo/model/sparsified_gp.hpp
View file @
8528b855
...
...
@@ -76,7 +76,7 @@ namespace limbo {
/// useful because the model might be created before knowing anything about the process
SparsifiedGP
()
:
base_gp_t
()
{}
/// useful because the model might be created
before having samples
/// useful because the model might be created before having samples
SparsifiedGP
(
int
dim_in
,
int
dim_out
)
:
base_gp_t
(
dim_in
,
dim_out
)
{}
...
...
src/tutorials/basic_example.cpp
View file @
8528b855
...
...
@@ -99,7 +99,7 @@ struct Params {
struct
Eval
{
// number of input dimension (x.size())
BO_PARAM
(
size_t
,
dim_in
,
1
);
// number of dimenions of the result (res.size())
// number of dimen
s
ions of the result (res.size())
BO_PARAM
(
size_t
,
dim_out
,
1
);
// the function to be optimized
...
...
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