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Merge branch 'devel' of github.com:SheffieldML/GPy into devel
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104 changed files with 5704 additions and 1159 deletions
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@ -14,6 +14,7 @@ import sys
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class SVIGP(GPBase):
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"""
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Stochastic Variational inference in a Gaussian Process
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:param X: inputs
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@ -22,25 +23,26 @@ class SVIGP(GPBase):
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:type Y: np.ndarray of observations (N x D)
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:param batchsize: the size of a h
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Additional kwargs are used as for a sparse GP. They include
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Additional kwargs are used as for a sparse GP. They include:
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:param q_u: canonical parameters of the distribution squasehd into a 1D array
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:type q_u: np.ndarray
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:param M : Number of inducing points (optional, default 10. Ignored if Z is not None)
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:param M: Number of inducing points (optional, default 10. Ignored if Z is not None)
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:type M: int
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:param kernel : the kernel/covariance function. See link kernels
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:param kernel: the kernel/covariance function. See link kernels
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:type kernel: a GPy kernel
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:param Z: inducing inputs (optional, see note)
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:type Z: np.ndarray (M x Q) | None
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:param X_uncertainty: The uncertainty in the measurements of X (Gaussian variance)
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:type X_uncertainty: np.ndarray (N x Q) | None
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:param Zslices: slices for the inducing inputs (see slicing TODO: link)
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:param M : Number of inducing points (optional, default 10. Ignored if Z is not None)
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:param M: Number of inducing points (optional, default 10. Ignored if Z is not None)
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:type M: int
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:param beta: noise precision. TODO> ignore beta if doing EP
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:param beta: noise precision. TODO: ignore beta if doing EP
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:type beta: float
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:param normalize_(X|Y) : whether to normalize the data before computing (predictions will be in original scales)
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:param normalize_(X|Y): whether to normalize the data before computing (predictions will be in original scales)
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:type normalize_(X|Y): bool
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"""
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