Commit graph

340 commits

Author SHA1 Message Date
Alan Saul
75ebe4bf10 Added log predictive density, student t degrees of freedom gradients and plotting functionality 2015-04-27 18:56:20 +01:00
Alan Saul
7abeed51de Quadrature appeared to be out by a factor of 1/sqrt(pi) 2015-04-23 17:00:14 +01:00
James Hensman
e88b8a88d1 manual merging with AS 2015-04-16 12:45:04 +01:00
Alan Saul
361f0a5274 Fixed log predictive density, added option for LOO to provide some intemediate variables 2015-04-16 09:25:18 +01:00
Alan Saul
ab5f359103 Changed LOO implementation for Eq 30 instead of 37 2015-04-14 16:27:58 +01:00
Alan Saul
b6761c21d7 Added LOO for laplace and exact inference on training data, Gaussian logpdf appeared to be wrong, now fixed 2015-04-14 14:17:08 +01:00
Alan Saul
5c9587404d Added some numerical stability to link functions with tests for link functions 2015-04-10 14:58:02 +01:00
James Hensman
ea787fd376 manual merging 2015-04-09 15:46:40 +01:00
James Hensman
1e30ffd730 speed ups for normal cdf 2015-04-09 15:42:02 +01:00
Mike Croucher
82a9bb9d93 Merge remote-tracking branch 'upstream/devel' into devel 2015-04-09 14:21:15 +01:00
Alan Saul
e658637c18 Added Y_metadata to log_predictive_density 2015-04-08 10:57:20 +01:00
Mike Croucher
5c653fa4b0 Fix merge conflicts 2015-04-01 13:03:48 +01:00
Mike Croucher
e82b5fe773 Resolve merge conflicts 2015-04-01 11:44:20 +01:00
Alan Saul
582aa4f406 More samples for predictive quantile 2015-03-27 15:30:40 +00:00
Alan Saul
1a253ff82a Added safe_exp and tests 2015-03-27 15:14:52 +00:00
Alan Saul
4d27fddd37 Small tidying up 2015-03-27 14:24:24 +00:00
Alan Saul
3c7a1b9a91 Merge branch 'devel' into saul_merge 2015-03-27 14:17:34 +00:00
Alan Saul
0ea3d33695 Merging with private repo, mostly fixed 2015-03-27 14:17:03 +00:00
James Hensman
55dba3d2d9 shape changes for gradeitns of likelihood parameters in variational_expectations 2015-03-27 11:14:41 +00:00
James Hensman
534e0df606 some tests for the svgp, and some changes to the likelihoods 2015-03-24 14:11:50 +00:00
James Hensman
53081c704d derivatives of likelihood things now working for svgp 2015-03-24 13:58:41 +00:00
Mike Croucher
7930eb646f Merge from upstream 2015-03-13 14:23:40 +00:00
Alan Saul
233c5ee8b4 Updated other likelihoods to give back logpdf and gradients for each link_f rather than summing on the inside 2015-03-09 10:27:21 +00:00
James Hensman
48821a6b73 Added binomial likelihood
Also some changes to pass through Y_metadata, where it had previously
been (errorneously) omitted.
2015-03-05 10:26:02 +00:00
Mike Croucher
2b8ef1041b Exception fixes for Python 3 compat 2015-02-26 13:43:55 +00:00
Mike Croucher
29da6ff065 Merge remote-tracking branch 'upstream/devel' into devel 2015-02-26 08:25:51 +00:00
Mike Croucher
2ca24a88f5 More relative import fixes for Python 3 compatibility 2015-02-26 07:14:40 +00:00
Mike Croucher
5e4afb765a Relative import fixes for Python 3 compatibility 2015-02-26 07:10:10 +00:00
James Hensman
7920ff0b4d Merge branch 'devel' of github.com:/sheffieldml/GPy into devel 2015-02-11 11:49:59 +00:00
James Hensman
393b9e94ba added more stable expectations for Bernoulli 2015-02-10 16:15:37 +00:00
James Hensman
b499a870fb fixed a plotting bug for sliced plots 2015-02-10 14:23:03 +00:00
Alan Saul
a8b0d60c3e SVI now implemented without natural natural gradients or batches 2014-12-22 13:35:56 +00:00
Alan Saul
935f2016db Fixed quadrature for bernoulli likelihood, started adding Gaussian likelihood derivatives for quadrature 2014-12-19 17:53:32 +00:00
Max Zwiessele
187f85c239 [huge merge] the second 2014-11-21 16:42:01 +00:00
Max Zwiessele
180650ec85 [huge merge] trying to merge old master and master 2014-11-21 16:17:03 +00:00
James Hensman
f8fa672ea1 more cooooopyrighting 2014-11-21 11:59:02 +00:00
James Hensman
d9022c8cee stabilization of the Bernouolli 2014-11-13 11:18:25 +00:00
Max Zwiessele
9a074b0b0f [mixed_noise] variance shape 2014-11-05 15:00:16 +00:00
Max Zwiessele
e2533675fd [mixed noise] correction for mixed noise var dtc. still have to make a test 2014-11-04 12:40:23 +00:00
Neil Lawrence
71523427e4 Removed ordinal.py (to Symbolic). 2014-11-03 14:43:38 +00:00
Max Zwiessele
af40ef8cfb [sparse gp] prediction with posterior per dimension activated 2014-10-29 08:23:25 +00:00
James Hensman
d26beb215a numerical stability in variational expectations 2014-10-16 17:32:37 +01:00
James Hensman
c0bfa7e6bb added cloglog link fn 2014-10-16 16:38:32 +01:00
James Hensman
96c112710a Merge branch 'devel' of github.com:sheffieldml/GPy into devel 2014-10-16 16:26:19 +01:00
James Hensman
6983751420 more edits for variational expectations in likelihoods 2014-10-16 16:26:15 +01:00
Neil Lawrence
b8a09bfff7 Remove symbolic import. 2014-10-16 15:45:10 +01:00
Neil Lawrence
4be2ef267d Remove symbolic import. 2014-10-16 15:44:55 +01:00
James Hensman
30343f5e53 more variational quadtrature code 2014-10-16 15:41:01 +01:00
James Hensman
4e85bb2ee3 more removal of references to broken files 2014-10-16 14:18:30 +01:00
James Hensman
50963ae28d fixing more issues cauesd by removal of symbolic.py 2014-10-16 14:09:29 +01:00