pitc.py 文件源码

def __init__(self, X, kern, Xm):

        super(PITC, self).__init__("PITC")
        M = np.shape(Xm)[0]
        self.M = M

        start = time.time()
        X_split = np.array_split(X, M)
        self.kern = kern
        kern_blocks = np.zeros((M),dtype=object)

        for t in xrange(M):
            nyst = Nystrom(X_split[t], kern, Xm, False)
            size = np.shape(X_split[t])[0]
            kern_blocks[t] = kern.K(X_split[t], X_split[t]) - nyst.precon  + (kern.noise)*np.identity(size)

        self.blocks = kern_blocks
        blocked = block_diag(*kern_blocks)

        self.nyst = Nystrom(X, kern, Xm, False)
        self.precon = self.nyst.precon + blocked
        self.duration = time.time() - start