Commit graph

1108 commits

Author SHA1 Message Date
Martin Bubel
65af6ee35e replace np.int by int 2023-10-16 21:20:17 +02:00
Jeremy Sanders
c22b5294bf
Rerun with cython 0.29.35 to fix Python 3.11 compatibility issues (#1020) 2023-09-23 12:59:59 -04:00
mgranit
9c1db7aa34
Enhance multioutput grad obs (#995)
* multiplied RBF kernels can now be used with gradient observations

* standard periodic kernels can now be used with gradient observations

* predictive gradients (derivatives of posterior means and variances) can now be calculated when using gradient observations

* simplified and commented RBF & StdP kernel derivatives

* updated kernel slicing and commented prod kernel derivatives

* removed caching from stdp kern, as it breaks optimization for some reason

* fixed hyperparameter optimization for prod kernel

* improved code readability

* added unit tests for gradient observing MultioutputGP models

* added predictions check to unit tests

* bugfix for multioutput_kern

* improved testing coverage

* reduced size of some tests; led to an issue in an unrelated test

* updated testing

* added gradient MultioutputGP prod kernel example

* added keywords and plotting to example
2023-09-21 09:53:42 -04:00
gehbiszumeis
bb1bc50886
to_dict() and from_dict() functionality for Coregionalize Kernel and MixedNoise Likelihood class, appveyor CI resurrected (#951)
This PR adds two main things to GPy:
- to- and from-dict functions for the kernels listed belop
- a fix for the appveyor CI
Please see the squashed commit messages listed below.
Authors: @gehbiszumeis @ppk42 respectively
Reviewer: @ekalosak 

---
* new: added to_dict() method to Coregionalize kernel class

* new: added to_dict() method to MixedNoise likelihood class

* fix: made Y_metadata dict content serializable

* fix: typo

* added additional needed parameters to to_dict() method for Coregionalize kernel + added _build_from_input dict method

* new: added possibility to build MixedNoise likelihood from input_dict

* Y_metadata conversion from serializable to np.array when loading from dict

* fix: rework Y_metadata part for compatibility with unittests !minor

* conda cleanup in appveyors pipeline

* conda clean up after conda update

* conda clean before conda update

* try pinning packages for conda

* revert all conda changes

* conda clean all (not only packages)

* use conda update anaconda

* pin conda package

* pin conda package

* try installing charset-normalizer beforehand

* try to get from conda-forge

* revert all conda changes

* Try to fix the conda update challange.

See: https://community.intel.com/t5/Intel-Distribution-for-Python/Conda-update-Conda-fails/td-p/1126174

It is just a try for a different context/(conda version).

* Still fixing build error on appveyor

I also use a newer miniconda version for greater python versions.

* Update appveyor.yml

Thinking it over it decided to use miniconda38 for all python versions unless python 3.5.

* revert miniconda versioning changes

* adjust GPy version in appveyor.yml

* 1st attempt bring the appveyor build to life again

* #955 fixing ci build on appveyor

After bringing the miniconda env to work again, the wrong matplotlib version was used. This commit should fix that.

* #955 Fix CI build

Freezing numpy and scipy was a bad idea.
I freeze matplotlib  dependend  on the python version only.

* add: built_from_dict method for White Kernel

Co-authored-by: Peter Paul Kiefer <ppk42@users.noreply.github.com>
Co-authored-by: Peter Paul Kiefer <dafisppk@gmail.com>
2021-12-09 14:14:27 -05:00
Neil Lawrence
46ce7c1680
Fix description of exponentiated quadratic covariance function and add kernels. (#872)
* Fix description of ExpQuad covariance.

* Add sinc kernel.

* Add ExpQuadCosine covariance
2021-05-13 10:50:32 -07:00
Eric Kalosa-Kenyon
562266f46c
adding to_dict() method to Ornstein-Uhlenbeck (OU) kernel
This method was missing, causing serialization functionality that uses it to raise an AttributeError. This commit implements the missing method.
2021-05-11 09:35:53 -07:00
Eric Kalosa-Kenyon
434e1b0f5e updated cython-generated c files for python 3.9 via `pyenv virtualenv 3.9.1 gpy391 && pyenv activate gpy391 && python setup.py build --force 2021-03-15 21:27:38 +00:00
gehbiszumeis
98fef6d622 new: Added to_dict() method to Ornstein-Uhlenbeck (OU) kernel 2021-03-08 13:52:22 +01:00
Julien Bect
44f4739efb maint: Wrap very long lines (> 400 chars) 2020-06-24 16:22:19 +01:00
Julien Bect
d754bc12de maint: Wrap very long lines (> 450 chars) 2020-06-24 16:22:19 +01:00
Julien Bect
0a9b1cc10d maint: Remove tabs (and some trailing spaces) 2020-06-20 08:11:01 +02:00
bobturneruk
9fee83fdb0 compromise formatting for sphinx 2020-06-18 14:41:06 +01:00
bobturneruk
14f0e08f9e better kernel description 2020-06-18 14:41:06 +01:00
bobturneruk
27ccdc74ee moved doc back from kern.src to kern 2020-06-18 14:41:06 +01:00
bobturneruk
24549e8c7d kernel docs to kern.src 2020-06-18 14:41:06 +01:00
mzwiessele
22ce7ad207 Merge branch 'feature-multioutput-grad-obs' of git://github.com/esiivola/GPy into esiivola-feature-multioutput-grad-obs 2019-07-22 10:54:28 +01:00
Zhenwen Dai
54c32d79d2
Merge pull request #722 from jopago/devel
Add to_dict methods to White and Brownian kernels
2019-04-25 15:41:04 +01:00
Joan Gonzalvez
b41b0df9a0
Update static.py 2019-01-13 20:16:32 +01:00
Joan Gonzalvez
400a4880c6
Update brownian.py
added to_dict method
2019-01-13 20:11:11 +01:00
Alexander Pitchford
08c74e2fce recythonised c files 2019-01-10 12:50:34 +00:00
Alexander Pitchford
e30ce11804 np.import_array() added to files where cimport numpy used 2018-10-18 16:39:37 +01:00
Siivola Eero
29b9435a8e Simplified the way how multioutput kernel updates and uses gradients. As a consequense, DiffKern cannot be used as a standalone kernel anymore 2018-09-07 21:12:20 +03:00
Siivola Eero
7bac93e3be Removed two useless variables 2018-09-06 14:54:57 +03:00
Siivola Eero
37fc39afc2 Small change in usage of gradients in multioutput kernel 2018-09-06 13:19:17 +03:00
Siivola Eero
c30698b8db Switched to relative package imports 2018-09-06 12:06:40 +03:00
Siivola Eero
ee7f23869b Added copyrights and documentation to new models and kernels 2018-09-05 17:58:44 +03:00
Siivola Eero
9a6e645bc6 Added Multioutput derivative kernel for adding derivatives easy and changed it to default kernel in multioutput gp model 2018-09-05 17:49:33 +03:00
Siivola Eero
04033c1b32 Made RBF-kernel compatible with diff-kernel 2018-09-05 15:38:03 +03:00
Siivola Eero
4988aad0dd New covariance function for using partial derivatives of covariance functions as kernels 2018-09-05 15:28:22 +03:00
Siivola Eero
f4629c89cd Minor change to updating of gradients in multioutput kernel 2018-09-05 14:57:52 +03:00
Siivola Eero
0b5e8d895e Changed the place of index_to_slices to more logical place 2018-09-05 14:57:16 +03:00
mzwiessele
dbaf9b868c fix: merge #514 2018-09-02 21:32:47 +01:00
mzwiessele
da82f356a8 Merge branch 'cython-fix' of git://github.com/jayanthkoushik/GPy into jayanthkoushik-cython-fix 2018-09-02 19:10:19 +01:00
Mark Pullin
1cd8606451 Expand class description and some speed improvements 2018-07-19 10:17:49 +01:00
Mark Pullin
09c72eeec5 Make symmetric kernel work with python 2.7 2018-07-02 21:03:18 +01:00
Mark Pullin
1a42cbd342 Add param descriptions 2018-07-02 16:41:50 +01:00
Mark Pullin
8ef7706fe5 Add symmetric kernel 2018-07-02 15:23:58 +01:00
Moreno
11aa6ea27b Serialization: Add docstrings 2018-06-07 09:52:13 +01:00
mzwiessele
34a5e7ed70 fix: #568, product kernel resolution 2018-02-13 00:37:27 +01:00
Siivola Eero
4f532216ad Changed two function names so that they follow the python naming convention 2018-01-24 13:40:34 +02:00
Eero Siivola
d7e7ed5987 Changed the structure of multioutput kernel so that it doesn't change the API of Kernels + documented the class 2018-01-23 15:21:42 +02:00
Eero Siivola
bbf4403f18 Merge remote-tracking branch 'origin/devel' into feature-multioutput 2017-12-28 18:36:34 +02:00
Eero Siivola
e0ec507721 Added multioutput kern and tests 2017-12-28 18:06:34 +02:00
Siivola Eero
09a96fe8d7 Multioutput kernel + initial test 2017-12-27 15:35:55 +02:00
Siivola Eero
397f3ead2c Multioutput kernel + initial test 2017-12-27 15:25:50 +02:00
masashi yoshikawa
48a30a2722 modify the MLP kernel equation 2017-12-18 17:45:06 +09:00
Jayanth Koushik
928559216c Refactor checking for cython availability 2017-11-16 20:29:49 -05:00
Alan Saul
a881e3da04 Updated sde_kern to work with scipy=1.0.0 2017-11-14 16:41:55 +00:00
Jayanth Koushik
a7af12e6ea fix: dev: cython import errors
This commit fixes issues observed in Windows where some
cython modules are successfully imported, and some are not.
This causes the global config cython.working to be inconsistent,
which causes import errors when unavailable cython modules
are tried to be imported (example
https://github.com/SheffieldML/GPy/issues/266). This commit uses
a separate flag for each module to fix the issue.
2017-10-23 15:58:17 -04:00
Moreno
e572bfb746 Basic framework for serializing GPy models 2017-09-11 12:18:01 +01:00