Fix OpperArchambeau and Hensman models for GPU

GAMES-UChile · Dec 8, 2023 · aea3d2e · aea3d2e
1 parent d43e5c6
commit aea3d2e
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Showing 2 changed files with 5 additions and 5 deletions.
diff --git a/mogptk/__init__.py b/mogptk/__init__.py
@@ -1,7 +1,7 @@
 """
 .. include:: ./documentation.md
 """
-from .gpr import *
+from .gpr.config import *
 from .util import *
 
 from .transformer import *

diff --git a/mogptk/gpr/model.py b/mogptk/gpr/model.py
@@ -572,11 +572,11 @@ def elbo(self):
         qf_mu = Kff.mm(q_nu)
         qf_var_diag = 1.0/q_lambda.square() - (invL.T.mm(invL)/q_lambda/q_lambda.T).diagonal().reshape(-1,1)
 
-        kl = -q_nu.shape[0]
-        kl += q_nu.T.mm(qf_mu).squeeze()  # Mahalanobis
+        kl = q_nu.T.mm(qf_mu).squeeze()  # Mahalanobis
         kl += L.diagonal().square().log().sum()  # determinant TODO: is this correct?
         #kl += invL.diagonal().square().sum()  # trace
         kl += invL.square().sum()  # trace
+        kl -= q_nu.shape[0]
 
         if self.mean is not None:
             qf_mu = qf_mu - self.mean(self.X).reshape(-1,1)  # Sx1
@@ -780,10 +780,10 @@ def __init__(self, kernel, X, y, Z=None, Z_init='grid', likelihood=GaussianLikel
 
     def kl_gaussian(self, q_mu, q_sqrt):
         S_diag = q_sqrt.diagonal().square() # NxN
-        kl = -q_mu.shape[0]
-        kl += q_mu.T.mm(q_mu).squeeze()  # Mahalanobis
+        kl = q_mu.T.mm(q_mu).squeeze()  # Mahalanobis
         kl -= S_diag.log().sum()  # determinant of q_var
         kl += S_diag.sum()  # same as Trace(p_var^(-1).q_var)
+        kl -= q_mu.shape[0]
         return 0.5*kl
 
     def elbo(self):