icnn_ebundle.py 文件源码

def mseGrad_full(y, trueY, G):
    k,n = G.shape
    assert(len(y) == n)
    I = np.where((y > 1e-8) & (1.-y > 1e-8))
    z = np.ones_like(y)
    z[I] = (1./y[I] + 1./(1.-y[I]))
    H = np.bmat([[np.diag(z), G.T, np.zeros((n,1))],
                 [G, np.zeros((k,k)), -np.ones((k,1))],
                 [np.zeros((1,n)), -np.ones((1,k)), np.zeros((1,1))]])

    c = -np.linalg.solve(H, np.concatenate([(y - trueY), np.zeros(k+1)]))
    return np.split(c, [n, n+k])