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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def mode_computations(self, f_hat, Ki_f, K, Y, likelihood, kern, Y_metadata):
 """ At the mode, compute the hessian and effective covariance matrix. returns: logZ : approximation to the marginal likelihood woodbury_inv : variable required for calculating the approximation to the covariance matrix dL_dthetaL : array of derivatives (1 x num_kernel_params) dL_dthetaL : array of derivatives (1 x num_likelihood_params) """

        #At this point get the hessian matrix (or vector as W is diagonal)
        W = -likelihood.d2logpdf_df2(f_hat, Y, Y_metadata=Y_metadata)
        if np.any(np.isnan(W)):
            raise ValueError('One or more element(s) of W is NaN')

        K_Wi_i, logdet_I_KW, I_KW_i, Ki_W_i = self._compute_B_statistics(K, W, likelihood.log_concave)

        #compute the log marginal
        log_marginal = -0.5*np.sum(np.dot(Ki_f.T, f_hat)) + np.sum(likelihood.logpdf(f_hat, Y, Y_metadata=Y_metadata)) - 0.5*logdet_I_KW

        # Compute matrices for derivatives
        dW_df = -likelihood.d3logpdf_df3(f_hat, Y, Y_metadata=Y_metadata) # -d3lik_d3fhat
        if np.any(np.isnan(dW_df)):
            raise ValueError('One or more element(s) of dW_df is NaN')

        dL_dfhat = -0.5*(np.diag(Ki_W_i)[:, None]*dW_df) # s2 in R&W p126 line 9.
        #BiK, _ = dpotrs(L, K, lower=1)
        #dL_dfhat = 0.5*np.diag(BiK)[:, None]*dW_df
        I_KW_i = np.eye(Y.shape[0]) - np.dot(K, K_Wi_i)

        ####################
        #  compute dL_dK   #
        ####################
        if kern.size > 0 and not kern.is_fixed:
            #Explicit
            explicit_part = 0.5*(np.dot(Ki_f, Ki_f.T) - K_Wi_i)

            #Implicit
            implicit_part = np.dot(Ki_f, dL_dfhat.T).dot(I_KW_i)

            dL_dK = explicit_part + implicit_part
        else:
            dL_dK = np.zeros(likelihood.size)

        ####################
        #compute dL_dthetaL#
        ####################
        if likelihood.size > 0 and not likelihood.is_fixed:
            dlik_dthetaL, dlik_grad_dthetaL, dlik_hess_dthetaL = likelihood._laplace_gradients(f_hat, Y, Y_metadata=Y_metadata)

            num_params = likelihood.size
            # make space for one derivative for each likelihood parameter
            dL_dthetaL = np.zeros(num_params)
            for thetaL_i in range(num_params):
                #Explicit
                dL_dthetaL_exp = ( np.sum(dlik_dthetaL[thetaL_i,:, :])
                                # The + comes from the fact that dlik_hess_dthetaL == -dW_dthetaL
                                  + 0.5*np.sum(np.diag(Ki_W_i)*np.squeeze(dlik_hess_dthetaL[thetaL_i, :, :]))
                                )

                #Implicit
                dfhat_dthetaL = mdot(I_KW_i, K, dlik_grad_dthetaL[thetaL_i, :, :])
                #dfhat_dthetaL = mdot(Ki_W_i, dlik_grad_dthetaL[thetaL_i, :, :])
                dL_dthetaL_imp = np.dot(dL_dfhat.T, dfhat_dthetaL)
                dL_dthetaL[thetaL_i] = np.sum(dL_dthetaL_exp + dL_dthetaL_imp)

        else:
            dL_dthetaL = np.zeros(likelihood.size)

        #Cache some things for speedy LOO
        self.Ki_W_i = Ki_W_i
        self.K = K
        self.W = W
        self.f_hat = f_hat
        return log_marginal, K_Wi_i, dL_dK, dL_dthetaL