apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-04-28 06:16:24 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions
4775 commits 38 branches 52 tags 68 MiB
Commit graph

4775 commits

This branch
This branch
All branches
Author SHA1 Message Date
Max Zwiessele
7ef61ccdd0 Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2016-04-01 11:43:20 +01:00
Max Zwiessele
309dd77ee5 Merge pull request #261 from AlexGrig/kalman_new 
Kalman new
 2016-04-01 11:28:01 +01:00
Max Zwiessele
b1e7ab8c34 Merge pull request #350 from SheffieldML/fixed_inputs 
Fixed inputs and BGPLVM prediction tests
 2016-04-01 10:02:56 +01:00
Max Zwiessele
c793ca77a9 [Merge] merge devel 2016-03-30 09:52:40 +01:00
Max Zwiessele
a35ed532a8 [plotting util] faster generation of grid 2016-03-30 09:51:05 +01:00
Zhenwen Dai
2e543be567 Merge pull request #339 from zhenwendai/devel_pullrequest 
numerical stable implementation of rational qudratic
 2016-03-29 15:55:32 +01:00
Zhenwen Dai
44e164b8fb implement sensitivie of periodic kernel for plot_ARD 2016-03-29 15:09:19 +01:00
Zhenwen Dai
90f5aded91 Merge from Sheffield/GPy devel branch 2016-03-29 14:48:40 +01:00
Zhenwen Dai
fd2fc557c6 implement the gradient_X for standard_periodic kernel 2016-03-29 14:47:41 +01:00
Alan Saul
597eddcc81 Small convenience function for extracting fixed_inputs, fixed inputs can be set to their mean, median, or zero 2016-03-24 15:24:53 +00:00
Alan Saul
9defc07672 Test for BGPLVM predictions, for linear case which is possible to do analytically 2016-03-24 14:56:42 +00:00
Alan Saul
d8447a1c65 Added back fixed_inputs 2016-03-21 17:46:18 +00:00
Zhenwen Dai
1b85b45a7e numerical stable implementation of rational qudratic 2016-03-17 14:06:56 +00:00
Max Zwiessele
5c53bc45e2 Merge pull request #314 from zhenwendai/devel_pullrequest 
Fix the issue of negative predicted variance of normal GP
 2016-03-17 13:29:56 +00:00
Zhenwen Dai
67ba9b60c6 move _raw_predict into posterior object 2016-03-17 11:29:33 +00:00
Alexander Grigorievskiy
d8f0443e2d TEST: Modifying constraints of the standard periodic kernel in order to pass tests on different platforms. 2016-03-16 18:02:19 +02:00
Alexander Grigorievskiy
463c489cdf TEST: Relaxing some test constraints for passing tests on all platforms. 2016-03-16 13:21:09 +02:00
Alexander Grigorievskiy
25ba3d5ec8 KERN: sde_standard_periodic kernel change parameters names. 2016-03-15 18:58:38 +02:00
Alexander Grigorievskiy
2be731ef25 TEST: Rename parameters is test function. 2016-03-15 18:42:28 +02:00
Alexander Grigorievskiy
f0660dcde0 TEST: Tests use 'lbfgsb' optimization function. Also some syntactic changes. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
7ecaf92ace FIX: Some fixes which prevented tests passing on python3.5 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
529ac15cdf FIX: SDE inference. Couple of bug fixes and minor syntactic madifications. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
3ef070a0dc FIX: Fixint the bug with matrix exponential computation. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
3815b7d0b3 FIX: Get rid of unused imports in state_space_model file. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
f8150f0e4d ENH: Copying sde kernels to the '/src' directory. 2016-03-15 17:33:57 +02:00
Alexander Grigorievskiy
f70cfb3362 TEST: Modifying tests so that their ruunig time is shorter. 2016-03-15 17:33:57 +02:00
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
Zhenwen Dai
f2b813551a bug fix for mcmc sampler and add test case 2016-03-10 18:37:53 +00:00
Zhenwen Dai
ba74e29aee merge with upstream 2016-03-10 18:17:35 +00:00
Zhenwen Dai
e9cc56e8e8 add ssgplvm model test 2016-03-10 18:14:25 +00:00
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