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a more sensible prior for the amplitude
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JasperSnoek committed May 6, 2014
1 parent 918653e commit ff2d757
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions spearmint/spearmint/chooser/GPEIOptChooser.py
Original file line number Diff line number Diff line change
Expand Up @@ -657,7 +657,7 @@ def logprob(hypers):
lp += np.log(np.log(1 + (self.noise_scale/noise)**2))

# Roll in amplitude lognormal prior
lp -= 0.5*(np.log(amp2)/self.amp2_scale)**2
lp -= 0.5*(np.log(np.sqrt(amp2))/self.amp2_scale)**2

return lp

Expand Down Expand Up @@ -687,7 +687,7 @@ def logprob(hypers):
lp = -np.sum(np.log(np.diag(chol)))-0.5*np.dot(vals-mean, solve)

# Roll in amplitude lognormal prior
lp -= 0.5*(np.log(amp2)/self.amp2_scale)**2
lp -= 0.5*(np.log(np.sqrt(amp2))/self.amp2_scale)**2

return lp

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