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Author SHA1 Message Date
Alexander Grigorievskiy
4f835f0b21 FIX: Fixing the unit test which gave an error in Travis. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
816a844987 BUG: change import from absolute to relative. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
93e8b71f60 UPD: Added testing, and bug fixing. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
9c07bd167c UPD: Major update, changed interface of the module, Cython support added. 
Although cython gives almost no speed-up.
 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
b8e21057f5 UPD: Added SVD Kalman Filter, EM algorithm for gradient calculation (only for discrete KF) 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
abdce992ec TEST: Remove test file which is incompatible with other tests in GPy. 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
951cae0d72 ENH: Adding tests for SDE kernels 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
82cb626cd6 ENH: Added SDE for all basic kernels except Rationale Quadratic. 
Some necessary modifications for the previous code are performed.
 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
06a7fedd22 ENH: Adding SDE representation of addition, sumation and standard periodic kernel. 
All changes have been tested tests are added in later commits.
 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
00e95f957d ENH: Added templates for state-space kernels. 
Those are childs of regular kernels with extra "sde" function.
 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
d9cf9c3bff FIX: Fixe bug with "expm" function in "state_space_new". Also some minor changes 
Test function has been modified also.
 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
5ff256079b EXT: State-Space modelling functionality is untied with the GPy models. 
Currently, these new functionality is added on the side, not intervening
    the old state-space functionality. Example file has been changed and minimal
    example where descripancies appear is cunstructed.
 2016-03-15 17:33:56 +02:00
Alexander Grigorievskiy
03d4096fe8 Example of sde_Matern covarince function is added, along with other small changes. 
State-space example is slightly modified.
Imports are corrected accordingly.
 2016-03-15 17:33:56 +02:00
Arno Solin
5b381af40d Added summation of kernels under the state space formalism. 2016-03-15 17:33:56 +02:00
Arno Solin
cf6e7b8643 Add the SDE for one kernel. 2016-03-15 17:33:56 +02:00
Arno Solin
d061a10207 Updated Kalman filter implementation to new GPy 2016-03-15 17:33:56 +02:00
Max Zwiessele
2e7ad7b8d4 Merge pull request #324 from AlexGrig/std_periodic_kernel 
[kern] Standard periodic kernel. Changes parameter name from 'waveleng…
 2016-03-10 16:54:56 +00:00
Max Zwiessele
836d4c40f4 Merge pull request #326 from SheffieldML/kern 
[kernel] fix #218 and #325
 2016-03-10 16:36:19 +00:00
Alexander Grigorievskiy
1c3ec5897c [kern] Standard periodic kernel. Changes paramter name from 'wavelenght' to 'period'. 
This seems to be more clear. Also some minor modifications in the same file.
 2016-03-10 16:33:17 +02:00
mzwiessele
452c662084 [plotting] added plotting for missing data 2016-03-10 13:14:25 +00:00
mzwiessele
29a81c72c1 [plotting] and ignoring it again 2016-03-10 12:20:18 +00:00
mzwiessele
1f54c22d72 [plotting] adding plotting tests, due to many problems with plotting, when not checked 2016-03-10 12:18:34 +00:00
mzwiessele
f52e882b74 [util] tests for util/debug.py 2016-03-10 12:08:49 +00:00
mzwiessele
4402e2ffcf [util] tests for util/debug.py 2016-03-10 12:07:23 +00:00
mzwiessele
30c6fc90ff [kernel] fix #218 and #325 2016-03-10 10:21:17 +00:00
Max Zwiessele
af76126ef1 Merge pull request #323 from SheffieldML/stochastics 
[stochastics] update for new stochastic iptimizers in gpy
 2016-03-08 16:26:39 +00:00
mzwiessele
fede805526 [kern] added doc string 2016-03-08 14:59:53 +00:00
mzwiessele
51af6a236a [autograd] added install instr for autograd 2016-03-08 14:59:28 +00:00
mzwiessele
eeb2733059 [sparse gp] commented out print statements, which are never used 2016-03-08 12:04:24 +00:00
mzwiessele
67043e83d7 [minibatch] added coverage for branching, spottet bug in X_variance 2016-03-08 11:19:50 +00:00
mzwiessele
88a9b92c80 [climin] added tests and install directions for travis 2016-03-08 10:23:05 +00:00
mzwiessele
eaf20a952e [stochastics] added optimization for a few runs 2016-03-08 10:01:07 +00:00
mzwiessele
e4a4344334 [stochastics] update for new stochastic iptimizers in gpy 2016-03-08 09:47:24 +00:00
mzwiessele
c72d085e2b [white hetero] additional check for prediction 2016-03-07 15:31:20 +00:00
mzwiessele
90f29405ba [white hetero] additional check for prediction 2016-03-07 15:26:44 +00:00
Max Zwiessele
bcb7679b5c Merge pull request #322 from SheffieldML/minibatch 
[sparsegplvm] added sparsegplvm and tests for minibatch sparsegplvm
 2016-03-07 14:18:13 +00:00
mzwiessele
7d2ffcde20 Merge branch 'devel' into minibatch 2016-03-07 13:42:24 +00:00
mzwiessele
b0347c5108 [sparsegplvm] added sparsegplvm and tests for minibatch sparsegplvm 2016-03-07 13:39:32 +00:00
Max Zwiessele
462e23ab2b Merge pull request #321 from SheffieldML/limit=3 
[chaching] changing all chacher limits to 3
 2016-03-07 13:32:54 +00:00
Max Zwiessele
35800fa016 Merge pull request #320 from SheffieldML/white_hetero 
Heteroscedastic White Kernel
 2016-03-07 11:37:46 +00:00
mzwiessele
b1e073318f [chaching] changing all chacher limits to 3 2016-03-07 11:37:22 +00:00
mzwiessele
42f170e6e2 [white] added heteroscedastic white kernel for specific number of samples 2016-03-07 10:30:31 +00:00
Max Zwiessele
99caca6702 Merge pull request #318 from SheffieldML/gpy_one_fixes 
Gpy one fixes
 2016-03-06 12:11:51 +00:00
Max Zwiessele
de469f7ace [plotting] info heatmap plotly 2016-03-04 11:35:02 +00:00
Max Zwiessele
b4a32a8cb1 [deprecated] deprecated spelling mistake in wishart embedding 2016-03-04 11:34:41 +00:00
Max Zwiessele
346cb4693e [kern] inner transformation to types, start for the multitype pandas arrays 2016-03-04 11:34:04 +00:00
Max Zwiessele
9f02645406 Merge pull request #317 from SheffieldML/fix-276 
Last minute adjustements for plotly
 2016-03-03 08:06:00 +00:00
Max Zwiessele
7c173056ed [plotly] fixes for mrd 2016-03-01 14:42:31 +00:00
Max Zwiessele
5236e65795 Merge pull request #316 from SheffieldML/fix-276 
Fix for #276
 2016-03-01 11:50:38 +00:00
Max Zwiessele
df99f982a2 [mrd] matplotlib specific fig_kwargs matplotlib specific 2016-03-01 10:09:10 +00:00