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Author SHA1 Message Date
Alan Saul
8c222bef86 Updated laplace example to use predictive density aswell 
as RMSE
 2013-10-23 18:40:13 +01:00
Alan Saul
7b6a56f83c Added log predictive density, ln p(y*|D) 2013-10-23 18:39:48 +01:00
Alan Saul
063f747e4b Merge remote-tracking branch 'gpy_real/devel' 2013-10-23 14:41:22 +01:00
Alan Saul
3e0b597486 Updated boston tests (more folds, allow a bias as the datasets 
are not normalized once split) and more folds. Tweaked some
laplace line search parameters, added basis tests for ep
 2013-10-23 14:39:33 +01:00
Alan Saul
6678bca011 Fixed bug in gradient checker where it worked differently given a integer parameter to a float 2013-10-23 13:28:08 +01:00
Alan Saul
7ecf233732 Removed derivatives of variance wrt gp and derivatives of means 
with respect to gp from noise models
 2013-10-23 12:08:59 +01:00
Alan Saul
9b99061b09 Tore out code no longer used from noise_distributions due to 
rewriting using quadrature
 2013-10-22 17:31:20 +01:00
Alan Saul
c0b94f051b Added numerical mean and variance with quadrature, about to clean up 2013-10-22 17:22:23 +01:00
Max Zwiessele
e1bee4536a adjusted gaussian likelihood to new parameterization 2013-10-22 16:18:04 +01:00
Max Zwiessele
5ab7303226 gp_base newly paramterized 2013-10-22 16:17:41 +01:00
Max Zwiessele
21dd82f8d9 updated white, bias and rbf to new parameter handling 2013-10-22 16:17:13 +01:00
Max Zwiessele
27724fd456 GPRegression working, gradients still todo 2013-10-22 16:16:54 +01:00
Alan Saul
187ceeda11 Merge branch 'master' into merge_branch 2013-10-22 15:36:05 +01:00
Alan Saul
22c24c0abe Use bfgs for laplace instead 2013-10-22 15:33:14 +01:00
Alan Saul
7c9eda482c Moved transf_data to make data -1 or 1 from 0 or 1 for bernoulli 
with probit into the analytical moment match (but it 10% slower),
needs removing from epmixednoise
 2013-10-22 15:30:56 +01:00
Alan Saul
5f9d7eb709 Changed naming from old derivatives of likelihoods to new ones 
in noise distributions
 2013-10-22 15:22:27 +01:00
Alan Saul
eacf622ac7 Fixed breakage of dvar, tidied up to make more efficient 2013-10-22 13:51:16 +01:00
Max Zwiessele
0919507574 Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2013-10-22 13:41:46 +01:00
Max Zwiessele
9a70f27010 first adjustments to the model and gps -> updates and gradient transforms 2013-10-22 13:41:01 +01:00
Max Zwiessele
d12f055115 parameters have a update hirarchy, in which updates to parameters are hirarchically pursuit 2013-10-22 13:39:58 +01:00
Max Zwiessele
7f05dd4a43 likelihood is now parameterized 2013-10-22 13:38:46 +01:00
Max Zwiessele
e70203a1b2 kern is now parameterized 2013-10-22 13:38:33 +01:00
Max Zwiessele
fba121c826 kern is now parameterized 2013-10-22 13:38:29 +01:00
Alan Saul
a3422eae21 Doc stringing 2013-10-22 13:37:12 +01:00
Max Zwiessele
d5afb3b797 parameters now work efficiently, tieing is iwth observer pattern 2013-10-18 16:20:01 +01:00
Alan Saul
ceb1f7490d Added quadrature numerical moment matching (but not predictive yet) 2013-10-18 16:11:47 +01:00
Alan Saul
0eee4b42d2 Fixed a few laplace bits 2013-10-18 14:08:37 +01:00
Max Zwiessele
6be05de791 still todo: untie, gradients, priors, print ties 2013-10-17 20:47:41 +01:00
Alan Saul
10f3f7d14a Refactored gradients wrt parameters slightly, need to future proof against _get_param_names() disappearing 2013-10-17 18:33:08 +01:00
Alan Saul
1848653fce Added more options to generic tests (constraining link function 
values as bernoulli requies R^{0,1}) and implemented new gradients
for bernoulli
 2013-10-17 17:44:08 +01:00
Alan Saul
f3fd9f1325 Rename Binomial to Bernoulli (maybe generalise it with the constant 
later, but tilted distribution may change)
 2013-10-17 15:04:55 +01:00
Max Zwiessele
945f192ee2 parameter_testing has to be written new 2013-10-17 14:40:26 +01:00
Max Zwiessele
055eb3b70b starting to sort out likelihoods WARNING not working 2013-10-17 14:39:44 +01:00
Max Zwiessele
bc765134c0 make sure _init_ is not overriden 2013-10-17 14:37:39 +01:00
Max Zwiessele
95b07146ac WARNING: half way through commit, this is a non working middle thing! everything should be in place now, figure tieing and printing with broadcasting 2013-10-17 14:34:17 +01:00
Alan Saul
afd38df1ef Added pdf_link's for gaussian and student t, added third derivatives for 
transformations and tests for them
 2013-10-17 14:31:24 +01:00
Max Zwiessele
94d344db0b parameter indexing now linear in number of printed values 2013-10-16 21:08:35 +01:00
Max Zwiessele
be5081bd82 index ops now with own dict 2013-10-16 21:07:54 +01:00
Alan Saul
e65548f385 Renamed laplace_tests to likelihoods_tests 2013-10-16 18:43:14 +01:00
Alan Saul
208b6862bd Tidying up laplace_tests.py 2013-10-16 18:42:36 +01:00
Alan Saul
6e28fdf4fd Fixed some bugs, added third derivative for log transformation, and did some doccing 2013-10-16 15:35:14 +01:00
Alan Saul
36c224d822 Merge remote-tracking branch 'gpy_real/devel' into merge_branch 2013-10-16 14:30:42 +01:00
Nicolò Fusi
dc12fb43b7 Added configuration file 
this was done to solve the OpenMP problem on Windows/mac, but I think it
is useful in general. All unit tests pass except the sympy kern ones.
 2013-10-15 16:04:03 -07:00
Alan Saul
0344324571 Still tidying up, laplace now working again, gaussian and student_t 
likelihoods now done
 2013-10-15 18:58:41 +01:00
Alan Saul
96f189113a Started on chaining, must remember to chain _laplace_gradients aswell! 2013-10-15 12:25:19 +01:00
Alan Saul
a0aac76812 Merge remote-tracking branch 'gpy_real/devel' into merge_branch 2013-10-15 10:40:51 +01:00
Max Zwiessele
d132b42091 documentation added 2013-10-15 09:01:03 +01:00
Neil Lawrence
a4c0a941be Added xw_pen data. 2013-10-15 05:53:39 +01:00
Neil Lawrence
491eb7243a Added xw_pen data. 2013-10-15 05:49:11 +01:00
Neil Lawrence
e1ff91ff3c Merge branch 'devel' of https://github.com/SheffieldML/GPy into devel 2013-10-14 22:09:47 +01:00