gpr_autoreg_example.py 文件源码

def forward_prop_random_thru_post_mm(self, model, mx, vx, mu, Su):
        Kuu_noiseless = compute_kernel(
            2 * model.ls, 2 * model.sf, model.zu, model.zu)
        Kuu = Kuu_noiseless + np.diag(jitter * np.ones((self.M, )))
        # TODO: remove inv
        Kuuinv = np.linalg.inv(Kuu)
        A = np.dot(Kuuinv, mu)
        Smm = Su + np.outer(mu, mu)
        B_sto = np.dot(Kuuinv, np.dot(Smm, Kuuinv)) - Kuuinv
        psi0 = np.exp(2.0 * model.sf)
        psi1, psi2 = compute_psi_weave(
            2 * model.ls, 2 * model.sf, mx, vx, model.zu)
        mout = np.einsum('nm,md->nd', psi1, A)
        Bpsi2 = np.einsum('ab,nab->n', B_sto, psi2)[:, np.newaxis]
        vout = psi0 + Bpsi2 - mout**2
        return mout, vout