mklmm.py 文件源码

def infExact_scipy_post(self, K, covars, y, sig2e, fixedEffects):
        n = y.shape[0]

        #mean vector
        m = covars.dot(fixedEffects)

        if (K.shape[1] < K.shape[0]): K_true = K.dot(K.T)
        else: K_true = K

        if sig2e<1e-6:
            L = la.cholesky(K_true + sig2e*np.eye(n), overwrite_a=True, check_finite=False)      #Cholesky factor of covariance with noise
            sl =   1
            pL = -self.solveChol(L, np.eye(n))                                                   #L = -inv(K+inv(sW^2))
        else:
            L = la.cholesky(K_true/sig2e + np.eye(n), overwrite_a=True, check_finite=False)      #Cholesky factor of B
            sl = sig2e                     
            pL = L                                                                               #L = chol(eye(n)+sW*sW'.*K)
        alpha = self.solveChol(L, y-m, overwrite_b=False) / sl

        post = dict([]) 
        post['alpha'] = alpha                                                                   #return the posterior parameters
        post['sW'] = np.ones(n) / np.sqrt(sig2e)                                                #sqrt of noise precision vector
        post['L'] = pL
        return post