fix partial gaussian newton update

AaltoML · Feb 17, 2023 · ffe3ed7 · ffe3ed7
1 parent 4812266
commit ffe3ed7
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/bayesnewton/likelihoods.py b/bayesnewton/likelihoods.py
@@ -171,7 +171,7 @@ def gauss_newton(self, y, f):
         log_target = -0.5 * V.T @ V + self.log_normaliser(f)
         jacobian = -J.T @ V + ZJ
         # hessian_approx = -J.T @ J + self.log_normaliser_hessian(f)
-        hessian_approx = -J.T @ J - ZJ.T @ ZJ
+        hessian_approx = -J.T @ J - np.diag((ZJ**2).flattent())
         # second_order_term = -H.T * V
         return log_target, jacobian, hessian_approx  # , second_order_term