fix multivariate gaussian

t-vi · Oct 28, 2017 · db0bca3 · db0bca3
1 parent f549776
commit db0bca3
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Showing 2 changed files with 63 additions and 158 deletions.
diff --git a/candlegp/densities.py b/candlegp/densities.py
@@ -86,6 +86,6 @@ def multivariate_normal(x, mu, L):
     num_col = 1 if x.dim() == 1 else x.size(1)
     num_dims = x.size(0)
     ret = - 0.5 * num_dims * num_col * float(numpy.log(2 * numpy.pi))
-    ret += - num_col * torch.diag(L).sum()
+    ret += - num_col * torch.diag(L).log().sum()
     ret += - 0.5 * (alpha**2).sum()
     return ret