Corrected mistake in gradients: Was finding d(Xi-Xj)/dOffset instead …

…of dr/dOffset. Fixed by scaling by kernel lengthscale.
SheffieldML · Aug 4, 2016 · ebe4a49 · ebe4a49
1 parent 04bcf56
commit ebe4a49
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/GPy/models/gp_offset_regression.py b/GPy/models/gp_offset_regression.py
@@ -75,6 +75,10 @@ def dr_doffset(self,X,sel,delta):
             #print Gs[i]
             #print w
             dr_doffsets.append(dr_doffset)
+
+        #lastly we need to divide by the lengthscale: So far we've found d(X_i - X_j)/dOffsets
+        #we want dr/dOffsets. (X_i - X_j)/lengthscale = r
+        dr_doffsets /= self.kern.lengthscale 
         return dr_doffsets
 
     def parameters_changed(self):