117 commits

This branch

This branch

All branches

Author	SHA1	Message	Date
James Hensman	fe13d2c09a	more skeletal work on the uncollapsed GP ... None of the gradients work, but lots more things are in place	2012-12-07 16:35:15 -08:00
James Hensman	1c0a223329	added the raw_predict function in the uncollapsed sparse GP	2012-12-07 15:51:27 -08:00
James Hensman	4fb28dcbd4	Added get and set attributes to the mode class ... ... so that we can deal with the parameters in a Neil friendly way.	2012-12-07 15:39:47 -08:00
Nicolo Fusi	e415dcdd93	GPLVM accepts an initial value for X (in case you don't want to use the default random/PCA init)	2012-12-07 15:16:52 +00:00
Nicolo Fusi	b7021261ea	now passing a reference of the model to the optimizer (used in SGD)	2012-12-07 15:15:59 +00:00
James Hensman	50029ca4a7	implemented default constraints ... via m.ensure_default_constraints()	2012-12-06 11:46:34 -08:00
James Hensman	ac84f4f34c	changed the name of GP_EP (from simple) in the unit test, added a messages option for full EP	2012-12-06 11:30:12 -08:00
James Hensman	9af637e214	changes the naming of kern components ... Kern components now only get a number if their name is duplicated	2012-12-06 11:28:04 -08:00
James Hensman	f634350398	fixed small bugs in linalg, setup.py	2012-12-06 10:16:19 -08:00
James Hensman	c72d1b1a5b	changed the behaviour of pdinv: now returns L and Li as well as the inverse	2012-12-06 09:51:13 -08:00
James Hensman	574f9f4e0a	more tidying in EP, removed examples from _module_ ( and opened discussion on github	2012-12-06 09:21:37 -08:00
James Hensman	69cc506b9e	trivial merge resolution	2012-12-06 08:49:46 -08:00
Nicolo Fusi	f2d6a8a171	fixed bug in rbf_ARD kernel (dK_dX)	2012-12-06 12:38:15 +00:00
Nicolo Fusi	fb8cfc8f34	fixed import error for examples and import error for uncertain inputs GP	2012-12-06 12:35:29 +00:00
Nicolo Fusi	a0f758bb69	Merge branch 'master' of github.com:SheffieldML/GPy	2012-12-06 12:32:39 +00:00
Nicolo Fusi	a0df883ec9	fixed bug in GP_regression	2012-12-06 12:32:31 +00:00
James Hensman	c8e2ca351d	some tidying in the EP code	2012-12-05 22:45:08 -08:00
James Hensman	20a02cc445	removed uncertain gp regression from the model __init__, since it's now ... just a switch in the sparse GP	2012-12-05 22:25:37 -08:00
Neil Lawrence	60fd1c55dc	Merge changes for model.py and optimization.py on comments.	2012-12-05 19:22:36 -08:00
Neil Lawrence	0ee11a2077	Added datasets.py back in and minor changes.	2012-12-05 19:19:15 -08:00
James Hensman	c003b2f34d	Minor edits	2012-12-05 09:10:27 -08:00
James Hensman	4dcf2b85ce	models can now specify a preferred optimser (defaults to tnc)	2012-12-04 13:10:17 -08:00
James Hensman	1a9872c187	Some tidying in the uncollapsed GP	2012-12-03 10:53:37 -08:00
James Hensman	5f22bd00e6	made uncertain inputs a simple swith in the sparse GP class. This simplifies the inherritance structure	2012-12-03 18:35:05 +00:00
James Hensman	b1c2282bfc	Merge branch 'master' of github.com:SheffieldML/GPy	2012-12-03 16:38:12 +00:00
Nicolas	049de98d3b	rbf_ARD now in the updated format for the computation of the derivatives (included for the psi-statistics, but not tested)	2012-12-03 11:26:10 +00:00
Nicolas	908b1d2801	Merge branch 'master' of github.com:SheffieldML/GPy	2012-12-03 10:26:53 +00:00
Nicolas	3edd867ece	GPy: Some rewriting for the exponential and Matern kernels. They now pass the unit test.	2012-12-03 10:26:28 +00:00
Nicolo Fusi	2db9e7bb57	Merge branch 'master' of github.com:SheffieldML/GPy	2012-12-03 10:08:25 +00:00
Nicolo Fusi	8b73dafbae	added precomputation of linear kernel, changed the logic a bit	2012-12-03 10:08:12 +00:00
James Hensman	a5b90fa541	Added a skeleton of the uncollapsed sparse GP	2012-12-02 15:50:16 +00:00
James Hensman	c4761bedf5	minor commenting	2012-12-02 15:12:14 +00:00
James Hensman	1d8104bcc2	general tidying in sparse_GP_regression ... Have also made a small ampount of headway in enabling heteroscedatic noise.	2012-12-02 13:40:19 +00:00
James Hensman	365d069ae8	saved a little computation by exploiting the symmetry of a matrix	2012-12-02 12:35:54 +00:00
James Hensman	1c60e50fed	I think the gradients bug in the sparse GP model is due to Kmm being unstable to invert. REducing M in some of the examples really helps	2012-12-02 12:32:20 +00:00
Nicolas	d71ad99db9	derivatives of the exponential kernel in the right format	2012-11-30 17:39:04 +00:00
James Hensman	fb21a3589b	added sympykern as a 'kernpart' object. ... now we can add sympykerns to any other kern	2012-11-30 17:32:32 +00:00
Nicolo Fusi	46754db658	fixed bug in linear_ARD	2012-11-30 16:57:48 +00:00
Nicolo Fusi	cf6332d164	Merge branch 'master' of github.com:SheffieldML/GPy	2012-11-30 16:11:35 +00:00
Nicolo Fusi	cb5a2c2353	added support for partial derivatives to ARD kern	2012-11-30 16:11:25 +00:00
James Hensman	881b8a2d9d	added vim's swp files to gitignore	2012-11-30 15:50:32 +00:00
James Hensman	207e12fd7f	demo for GP regressio with uncertain inputs	2012-11-30 15:49:47 +00:00
James Hensman	6d0a7afd4c	bias kernel psi stats implemented.	2012-11-30 15:49:20 +00:00
James Hensman	cd22c96e00	new file: uncertain_input_GP_regression.py	2012-11-30 14:04:40 +00:00
James Hensman	821701142a	tidied up some commented code from sparse_GP_regression	2012-11-30 12:43:14 +00:00
James Hensman	31b7a0520e	sparseGPLVM demo now working	2012-11-30 11:59:22 +00:00
James Hensman	ba84a43ea3	sparse GP regression now working on this branch	2012-11-30 11:47:35 +00:00
James Hensman	5ba2099ee9	fixed bias kern for dk_dx	2012-11-30 11:23:22 +00:00
James Hensman	cc98c6f507	fixed some slicing in kern.py	2012-11-30 11:21:23 +00:00
James Hensman	411cd80cdc	refactored the kernpart base class	2012-11-30 11:11:40 +00:00