Merge branch 'devel' into build_ext-source_pyx

CHANGELOG.md

@@ -1,5 +1,24 @@
 # Changelog
 
+## v1.9.6 (2018-10-30)
+
+## New
+
+* Added a new class that enables using multiple likelihoods [@esiivola]
+
+* Alex grig kalman new [@AlexGrig, @mzwiessele]
+
+## Fix
+
+* fix typo in docstring for GP.opimize() [@RobRomijnders]
+
+* Updates to posterior sampling [@lawrennd]
+
+* Jayanthkoushik cython fix [@jayanthkoushik, @mzwiessele]
+
+* Added missing columns (:), fixed indentation [@vlavorini]
+
+* Fix the bug in the prediction of full covariance matrix [@zhenwendai]
 
 ## v1.9.5 (2018-09-02)
 
@@ -11999,5 +12018,3 @@
 * Core file. [Nicolo Fusi]
 
 * Initial commit. [Nicolò Fusi]
-
-

GPy/__version__.py

@@ -1 +1 @@
-__version__ = "1.9.5"
+__version__ = "1.9.6"

GPy/inference/latent_function_inference/posterior.py

@@ -245,6 +245,7 @@ class Posterior(object):
                     for i in range(var.shape[1]):
                         var[:, i] = (Kxx - (np.sum(np.dot(woodbury_inv[:, :, i].T, Kx) * Kx, 0)))
                 var = var
+                var = np.clip(var, 1e-15, np.inf)
         else:
             psi0_star = kern.psi0(pred_var, Xnew)
             psi1_star = kern.psi1(pred_var, Xnew)

GPy/models/state_space_cython.pyx

@@ -484,7 +484,7 @@ cdef class AQcompute_batch_Cython(Q_handling_Cython):
             if matrix_index in self.Q_square_root_dict:
                 square_root = self.Q_square_root_dict[matrix_index]
             else:
-                if matrix_index not in self.Q_svd_dict
+                if matrix_index not in self.Q_svd_dict:
                     U,S,Vh = sp.linalg.svd( self.Qs[:,:, matrix_index], 
                                         full_matrices=False, compute_uv=True, 
                                         overwrite_a=False, check_finite=False)
@@ -514,7 +514,7 @@ cdef class AQcompute_batch_Cython(Q_handling_Cython):
             if matrix_index in self.Q_inverse_dict:
                 Q_inverse = self.Q_inverse_dict[matrix_index]
             else:
-                if matrix_index not in self.Q_svd_dict
+                if matrix_index not in self.Q_svd_dict:
                     U,S,Vh = sp.linalg.svd( self.Qs[:,:, matrix_index], 
                                         full_matrices=False, compute_uv=True, 
                                         overwrite_a=False, check_finite=False)

GPy/plotting/matplot_dep/plot_definitions.py

@@ -122,7 +122,7 @@ class MatplotlibPlots(AbstractPlottingLibrary):
     def barplot(self, ax, x, height, width=0.8, bottom=0, color=Tango.colorsHex['mediumBlue'], label=None, **kwargs):
         if 'align' not in kwargs:
             kwargs['align'] = 'center'
-        return ax.bar(left=x, height=height, width=width,
+        return ax.bar(x=x, height=height, width=width,
                bottom=bottom, label=label, color=color,
                **kwargs)
 

GPy/testing/model_tests.py

@@ -238,7 +238,7 @@ class MiscTests(unittest.TestCase):
         # Not easy to check if woodbury_inv is correct in itself as it requires a large derivation and expression
         Kinv = m.posterior.woodbury_inv
         K_hat = k.K(self.X_new) - k.K(self.X_new, Z).dot(Kinv).dot(k.K(Z, self.X_new))
-        K_hat = np.clip(K_hat, 1e-15, np.inf)
+        # K_hat = np.clip(K_hat, 1e-15, np.inf)
 
         mu, covar = m.predict_noiseless(self.X_new, full_cov=True)
         self.assertEquals(mu.shape, (self.N_new, self.D))

appveyor.yml

@@ -3,7 +3,7 @@ environment:
     secure: 8/ZjXFwtd1S7ixd7PJOpptupKKEDhm2da/q3unabJ00=
   COVERALLS_REPO_TOKEN:
     secure: d3Luic/ESkGaWnZrvWZTKrzO+xaVwJWaRCEP0F+K/9DQGPSRZsJ/Du5g3s4XF+tS
-  gpy_version: 1.9.5
+  gpy_version: 1.9.6
   matrix:
     - PYTHON_VERSION: 2.7
       MINICONDA: C:\Miniconda-x64

setup.cfg

@@ -1,5 +1,5 @@
 [bumpversion]
-current_version = 1.9.5
+current_version = 1.9.6
 tag = True
 commit = True
 
@@ -12,4 +12,3 @@ upload-dir = doc/build/html
 
 [medatdata]
 description-file = README.rst
-

setup.py

@@ -164,7 +164,7 @@ setup(name = 'GPy',
                         'optional':['mpi4py',
                                     'ipython>=4.0.0',
                                     ],
-                        'plotting':['matplotlib >= 1.3',
+                        'plotting':['matplotlib >= 3.0',
                                     'plotly >= 1.8.6'],
                         'notebook':['jupyter_client >= 4.0.6',
                                     'ipywidgets >= 4.0.3',