mirror of
https://github.com/SheffieldML/GPy.git
synced 2026-05-24 14:15:14 +02:00
Merge branch 'devel' into fix-state_space_cython-misc
This commit is contained in:
Alexander Pitchford
commit
4bc87d5c89
8 changed files with 87 additions and 70 deletions
139
CHANGELOG.md
139
CHANGELOG.md
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@ -1,5 +1,24 @@
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|||
# Changelog
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|
||||
## v1.9.6 (2018-10-30)
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|
||||
## 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)
|
||||
|
||||
|
|
@ -2484,8 +2503,8 @@
|
|||
* Merge branch 'devel' into paramz. [mzwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/parameterization/parameter_core.py
|
||||
GPy/testing/pickle_tests.py
|
||||
GPy/core/parameterization/parameter_core.py
|
||||
GPy/testing/pickle_tests.py
|
||||
|
||||
* [paramz] wrapping - todo: deprecation warnings. [mzwiessele]
|
||||
|
||||
|
|
@ -3998,7 +4017,7 @@
|
|||
* Merge remote-tracking branch 'upstream/devel' into devel. [tjhgit]
|
||||
|
||||
Conflicts:
|
||||
GPy/kern/__init__.py
|
||||
GPy/kern/__init__.py
|
||||
|
||||
* Added spline kernel (from P. Hennig) to GPy. [tjhgit]
|
||||
|
||||
|
|
@ -5533,10 +5552,10 @@
|
|||
* Integrated Laplace and merged Merge remote-tracking branch 'gpy_real/devel' into merge_branch. [Alan Saul]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/gp.py
|
||||
GPy/likelihoods/__init__.py
|
||||
GPy/likelihoods/likelihood_functions.py
|
||||
GPy/likelihoods/link_functions.py
|
||||
GPy/core/gp.py
|
||||
GPy/likelihoods/__init__.py
|
||||
GPy/likelihoods/likelihood_functions.py
|
||||
GPy/likelihoods/link_functions.py
|
||||
|
||||
* Fixed white variance. [Alan Saul]
|
||||
|
||||
|
|
@ -5675,7 +5694,7 @@
|
|||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Max Zwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/inference/latent_function_inference/inferenceX.py
|
||||
GPy/inference/latent_function_inference/inferenceX.py
|
||||
|
||||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Zhenwen Dai]
|
||||
|
||||
|
|
@ -6190,7 +6209,7 @@
|
|||
* [dim red plots] plotting big models. [mzwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/plotting/matplot_dep/dim_reduction_plots.py
|
||||
GPy/plotting/matplot_dep/dim_reduction_plots.py
|
||||
|
||||
* Add debug util module and try to debug sparsegp_mpi. [Zhenwen Dai]
|
||||
|
||||
|
|
@ -6207,8 +6226,8 @@
|
|||
* [normalizer] first commit for normalizer in GPy. [mzwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/sparse_gp.py
|
||||
GPy/models/bayesian_gplvm.py
|
||||
GPy/core/sparse_gp.py
|
||||
GPy/models/bayesian_gplvm.py
|
||||
|
||||
* Further bug fix for sparsegp_mpi. [Zhenwen Dai]
|
||||
|
||||
|
|
@ -6227,8 +6246,8 @@
|
|||
* [ard] enhanced ard handling and plotting. [mzwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/kern/_src/linear.py
|
||||
GPy/models/ss_gplvm.py
|
||||
GPy/kern/_src/linear.py
|
||||
GPy/models/ss_gplvm.py
|
||||
|
||||
* [linear] einsums. [mzwiessele]
|
||||
|
||||
|
|
@ -6331,14 +6350,14 @@
|
|||
* [inference] less constant jitter, and jitter adjustements. [mzwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/util/linalg.py
|
||||
GPy/util/linalg.py
|
||||
|
||||
* Fixed a bug in optimize restarts: it now used optimizer_array. [James Hensman]
|
||||
|
||||
* [vardtc missing] logging. [maxz]
|
||||
|
||||
Conflicts:
|
||||
GPy/inference/latent_function_inference/var_dtc.py
|
||||
GPy/inference/latent_function_inference/var_dtc.py
|
||||
|
||||
* [init] normalization bugfix. [mzwiessele]
|
||||
|
||||
|
|
@ -6839,7 +6858,7 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/kern/_src/kern.py
|
||||
GPy/kern/_src/kern.py
|
||||
|
||||
* Missing file, import line commented. [Ricardo]
|
||||
|
||||
|
|
@ -6888,8 +6907,8 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/models/gp_classification.py
|
||||
GPy/models/sparse_gp_classification.py
|
||||
GPy/models/gp_classification.py
|
||||
GPy/models/sparse_gp_classification.py
|
||||
|
||||
* New file. [Ricardo]
|
||||
|
||||
|
|
@ -7170,7 +7189,7 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/likelihoods/mixed_noise.py
|
||||
GPy/likelihoods/mixed_noise.py
|
||||
|
||||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
|
|
@ -7255,14 +7274,14 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Max Zwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/likelihoods/gaussian.py
|
||||
GPy/likelihoods/gaussian.py
|
||||
|
||||
* Bug fix w.r.t. var_dtc.py. [Zhenwen Dai]
|
||||
|
||||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/inference/latent_function_inference/var_dtc.py
|
||||
GPy/inference/latent_function_inference/var_dtc.py
|
||||
|
||||
* New model SparseGPCoregionalizedRegression. [Ricardo]
|
||||
|
||||
|
|
@ -7462,8 +7481,8 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/gp.py
|
||||
GPy/plotting/matplot_dep/models_plots.py
|
||||
GPy/core/gp.py
|
||||
GPy/plotting/matplot_dep/models_plots.py
|
||||
|
||||
* GPCoregionalizedRegresssion added. [Ricardo]
|
||||
|
||||
|
|
@ -7724,7 +7743,7 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/kern/_src/constructors.py
|
||||
GPy/kern/_src/constructors.py
|
||||
|
||||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
|
|
@ -7733,8 +7752,8 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/kern/kern.py
|
||||
GPy/kern/parts/prod.py
|
||||
GPy/kern/kern.py
|
||||
GPy/kern/parts/prod.py
|
||||
|
||||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
|
|
@ -7743,7 +7762,7 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/kern/parts/prod.py
|
||||
GPy/kern/parts/prod.py
|
||||
|
||||
* Minor changes. [Ricardo]
|
||||
|
||||
|
|
@ -8106,7 +8125,7 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Max Zwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/parameterization/param.py
|
||||
GPy/core/parameterization/param.py
|
||||
|
||||
* Fixed a couple of small params bugs. [Alan Saul]
|
||||
|
||||
|
|
@ -8121,9 +8140,9 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Max Zwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/parameterization/param.py
|
||||
GPy/core/parameterization/parameter_core.py
|
||||
GPy/core/parameterization/parameterized.py
|
||||
GPy/core/parameterization/param.py
|
||||
GPy/core/parameterization/parameter_core.py
|
||||
GPy/core/parameterization/parameterized.py
|
||||
|
||||
* Stupid error, needed to actually USE the gradients in student t... Looks like s2 of rasm's may have an extra -? dW_df == -d2logpdf_df not just d2logpdf_df? [Alan Saul]
|
||||
|
||||
|
|
@ -8208,7 +8227,7 @@
|
|||
* Merge branch 'params' of github.com:SheffieldML/GPy into params. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/sparse_gp.py
|
||||
GPy/core/sparse_gp.py
|
||||
|
||||
* Typo corrected. [Ricardo]
|
||||
|
||||
|
|
@ -8622,7 +8641,7 @@
|
|||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/examples/classification.py
|
||||
GPy/examples/classification.py
|
||||
|
||||
* Fixed a bug in Neil's otherwise tidy hetero kernel. [James Hensman]
|
||||
|
||||
|
|
@ -8691,8 +8710,8 @@
|
|||
* Merge branch 'devel' into params. [Max Zwiessele]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/transformations.py
|
||||
GPy/kern/parts/kernpart.py
|
||||
GPy/core/transformations.py
|
||||
GPy/kern/parts/kernpart.py
|
||||
|
||||
* Merge pull request #77 from jamesmcm/devel. [James McMurray]
|
||||
|
||||
|
|
@ -8751,10 +8770,10 @@
|
|||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/examples/regression.py
|
||||
GPy/kern/constructors.py
|
||||
GPy/testing/kernel_tests.py
|
||||
GPy/util/multioutput.py
|
||||
GPy/examples/regression.py
|
||||
GPy/kern/constructors.py
|
||||
GPy/testing/kernel_tests.py
|
||||
GPy/util/multioutput.py
|
||||
|
||||
* Other local changes. [Neil Lawrence]
|
||||
|
||||
|
|
@ -8779,15 +8798,15 @@
|
|||
* Merge branch 'linK_functions2' into devel. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/gp.py
|
||||
GPy/core/gp_base.py
|
||||
GPy/core/sparse_gp.py
|
||||
GPy/examples/regression.py
|
||||
GPy/kern/constructors.py
|
||||
GPy/kern/parts/coregionalise.py
|
||||
GPy/models/__init__.py
|
||||
GPy/models/sparse_gp_classification.py
|
||||
GPy/util/__init__.py
|
||||
GPy/core/gp.py
|
||||
GPy/core/gp_base.py
|
||||
GPy/core/sparse_gp.py
|
||||
GPy/examples/regression.py
|
||||
GPy/kern/constructors.py
|
||||
GPy/kern/parts/coregionalise.py
|
||||
GPy/models/__init__.py
|
||||
GPy/models/sparse_gp_classification.py
|
||||
GPy/util/__init__.py
|
||||
|
||||
* Useless files deleted. [Ricardo]
|
||||
|
||||
|
|
@ -9460,7 +9479,7 @@
|
|||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/fitc.py
|
||||
GPy/core/fitc.py
|
||||
|
||||
* FITC example added. [Ricardo]
|
||||
|
||||
|
|
@ -9628,7 +9647,7 @@
|
|||
* Merge branch 'devel' of https://github.com/SheffieldML/GPy into devel. [Neil Lawrence]
|
||||
|
||||
Conflicts:
|
||||
GPy/models/GPLVM.py
|
||||
GPy/models/GPLVM.py
|
||||
|
||||
* Remove copies (they are now in visualize code ...). [Neil Lawrence]
|
||||
|
||||
|
|
@ -9776,7 +9795,7 @@
|
|||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Ricardo]
|
||||
|
||||
Conflicts:
|
||||
GPy/models/GP.py
|
||||
GPy/models/GP.py
|
||||
|
||||
* Plot function got broken with last commit, this fixes it. [Ricardo]
|
||||
|
||||
|
|
@ -10118,7 +10137,7 @@
|
|||
* Merge branch 'devel' of https://github.com/SheffieldML/GPy into devel. [Neil Lawrence]
|
||||
|
||||
Conflicts:
|
||||
GPy/examples/dimensionality_reduction.py
|
||||
GPy/examples/dimensionality_reduction.py
|
||||
|
||||
* Minor changes. [Neil Lawrence]
|
||||
|
||||
|
|
@ -10189,8 +10208,8 @@
|
|||
* Merge branch 'devel' into new_constraints. [James Hensman]
|
||||
|
||||
Conflicts:
|
||||
GPy/core/model.py
|
||||
GPy/core/parameterised.py
|
||||
GPy/core/model.py
|
||||
GPy/core/parameterised.py
|
||||
|
||||
* Merge branch 'devel' of github.com:SheffieldML/GPy into devel. [Max Zwiessele]
|
||||
|
||||
|
|
@ -10752,7 +10771,7 @@
|
|||
* Merge branch 'master' of github.com:SheffieldML/GPy. [Ricardo Andrade]
|
||||
|
||||
Conflicts:
|
||||
GPy/examples/__init__.py
|
||||
GPy/examples/__init__.py
|
||||
|
||||
* Working on psi cross terms. [Nicolo Fusi]
|
||||
|
||||
|
|
@ -11192,7 +11211,7 @@
|
|||
* Merge branch 'newGP' [James Hensman]
|
||||
|
||||
Conflicts:
|
||||
GPy/models/GP_regression.py
|
||||
GPy/models/GP_regression.py
|
||||
|
||||
* Simplified the checkgrad logic somewhat. [James Hensman]
|
||||
|
||||
|
|
@ -11223,7 +11242,7 @@
|
|||
* Merge branch 'newGP' of github.com:SheffieldML/GPy into newGP. [James Hensman]
|
||||
|
||||
Conflicts:
|
||||
GPy/likelihoods/EP.py
|
||||
GPy/likelihoods/EP.py
|
||||
|
||||
* James' debugging of the EP/GP interface. [Ricardo Andrade]
|
||||
|
||||
|
|
@ -11234,8 +11253,8 @@
|
|||
* Merge branch 'newGP' of github.com:SheffieldML/GPy into newGP. [Ricardo Andrade]
|
||||
|
||||
Conflicts:
|
||||
GPy/likelihoods/EP.py
|
||||
GPy/likelihoods/likelihood_functions.py
|
||||
GPy/likelihoods/EP.py
|
||||
GPy/likelihoods/likelihood_functions.py
|
||||
|
||||
* So many changes. [Ricardo Andrade]
|
||||
|
||||
|
|
@ -11999,5 +12018,3 @@
|
|||
* Core file. [Nicolo Fusi]
|
||||
|
||||
* Initial commit. [Nicolò Fusi]
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -1 +1 @@
|
|||
__version__ = "1.9.5"
|
||||
__version__ = "1.9.6"
|
||||
|
|
|
|||
|
|
@ -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)
|
||||
|
|
@ -265,7 +266,7 @@ class Posterior(object):
|
|||
var += -psi2_star.reshape(N, -1).dot(woodbury_inv.flat)[:, None]
|
||||
else:
|
||||
var += -psi2_star.reshape(N, -1).dot(woodbury_inv.reshape(-1, D))
|
||||
var = np.clip(var, 1e-15, np.inf)
|
||||
var = np.clip(var, 1e-15, np.inf)
|
||||
return mu, var
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -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)
|
||||
|
||||
|
|
|
|||
|
|
@ -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))
|
||||
|
|
|
|||
|
|
@ -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
|
||||
|
|
|
|||
|
|
@ -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
|
||||
|
||||
|
|
|
|||
4
setup.py
4
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',
|
||||
|
|
@ -185,7 +185,7 @@ setup(name = 'GPy',
|
|||
'Intended Audience :: Developers',
|
||||
'Topic :: Software Development',
|
||||
'Topic :: Software Development :: Libraries :: Python Modules',
|
||||
|
||||
|
||||
]
|
||||
)
|
||||
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue