Commit graph

886 commits

Author SHA1 Message Date
Martin Bubel
ca4f2425bc replace collections iterable by typing iterable 2023-12-02 15:01:01 +01:00
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
Noam Finkelstein
f63ed48b0d
Add error message for excess inducing points (#746)
The number of inducing points in the latent space defaults to 10, which creates an error if there are fewer than 10 conditions (i.e. output dimension is less than 10). Currently this error shows up somewhat opaquely. This fix makes the error explicit, which may save time for future developers.

The current error shown is:

```
~/code/anaconda/lib/python3.6/site-packages/GPy/inference/latent_function_inference/vardtc_svi_multiout_miss.py in inference_d(self, d, beta, Y, indexD, grad_dict, mid_res, uncertain_inputs_r, uncertain_inputs_c, Mr, Mc)
     82         LcInvPsi1_cT = dtrtrs(Lc, psi1_c.T)[0]
     83         LrInvPsi1_rT = dtrtrs(Lr, psi1_r.T)[0]
---> 84 
     85         tr_LrInvPsi2_rLrInvT_LrInvSrLrInvT = (LrInvPsi2_rLrInvT*LrInvSrLrInvT).sum()
     86         tr_LcInvPsi2_cLcInvT_LcInvScLcInvT = (LcInvPsi2_cLcInvT*LcInvScLcInvT).sum()

ValueError: operands could not be broadcast together with shapes (5,5) (6,6) 
```
2022-04-17 09:28:05 -07:00
Neil Lawrence
5c71aa45c7 Update GPLVM class to use metadata and output normalizers. 2021-05-19 18:52:40 +01:00
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
Julien Bect
d754bc12de maint: Wrap very long lines (> 450 chars) 2020-06-24 16:22:19 +01:00
Julien Bect
1d549ca5c6 dpgplvm.py: Fix typo in the header 2020-06-23 22:32:02 +01:00
Julien Bect
c23a1a0eb4 dpgplvm.py: Wrap long line + remove tabs 2020-06-23 22:32:02 +01:00
Neil Lawrence
490c4c73f5
Merge pull request #829 from jbect/init-super
Use super().__init__ consistently
2020-06-19 11:16:43 +01:00
bobturneruk
2b22d4027a more on models 2020-06-18 14:41:06 +01:00
bobturneruk
1d97744cf6 inheritance diagrams 2020-06-18 14:41:06 +01:00
bobturneruk
f2f1c0d7ff introduction 2020-06-18 14:41:05 +01:00
bobturneruk
b39895644e redunant block 2020-06-18 14:41:05 +01:00
bobturneruk
680fd29ba4 rst "markup" 2020-06-18 14:41:05 +01:00
bobturneruk
288d4fc140 reorder package docs 2020-06-18 14:41:05 +01:00
Julien Bect
5dd81288f2 Use super().__init__ consistently, instead of sometimes calling base class __init__ directly 2020-06-18 15:32:59 +02:00
lagph
4b74269815
Coregionalized regression bugfix (#824)
* route default arg W_rank correctly (Addresses #823)
2020-04-08 16:00:20 +01:00
Masha Naslidnyk 🦉
7871af8dec self.num_data and self.input_dim are set dynamically in class GP() after the shape of X. In MRD, the user-specific values are passed around until X is defined. 2020-01-10 12:42:03 +00:00
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
Alexander Pitchford
08c74e2fce recythonised c files 2019-01-10 12:50:34 +00:00
Alexander Pitchford
0fbef4c17d type fixed - Q_square_root_dict 2019-01-10 11:57:00 +00:00
Alexander Pitchford
e0de2805b6 add missing colons and fix indentation 2018-10-19 09:11:31 +01:00
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
0daad96da1 Added multioutput_gp model and tests for it 2018-09-05 16:37:40 +03:00
mzwiessele
dbaf9b868c fix: merge #514 2018-09-02 21:32:47 +01:00
mzwiessele
aa0a7bcb41 new: Student-t processes #525 2018-09-02 21:29:08 +01:00
mzwiessele
717d3f56f2 fix: merge 2018-09-02 21:22:04 +01:00
Keerthana Elango
eca5806518 Return deserialized models with actual type instead of base type 2018-07-24 10:46:33 +01:00
Moreno
11aa6ea27b Serialization: Add docstrings 2018-06-07 09:52:13 +01:00
Moreno
7b2af57aee Sparse GP serialization 2018-05-16 08:53:55 +01:00
Zhenwen Dai
83d262919b add type into docstring 2017-11-28 17:27:33 +00:00
Zhenwen Dai
a7b85fb755 Merge branch 'devel' of github.com:SheffieldML/GPy into multi_out_doc 2017-11-23 15:52:53 +00:00
Zhenwen Dai
d26c02e1b1 remove non-ascii characters 2017-11-23 10:55:43 +00:00
Zhenwen Dai
f11090ad8a improve the documentation for LVMOGP 2017-11-23 09:20:05 +00:00
Mark Pullin
a24a9b3edc Add mean function functionality to dtc inference method 2017-11-13 22:18:42 +00:00
Zhenwen Dai
c294cf715f the implementation of SVI-MOGP 2017-09-19 16:28:36 +01:00
Moreno
e572bfb746 Basic framework for serializing GPy models 2017-09-11 12:18:01 +01:00
Shen
e72f0b6c9b Input warping using Kumar warping 2017-09-08 15:10:40 +02:00
Joachim van der Herten
394d3ea236 Added some shifts to the degrees of freedom parameter. 2017-07-14 23:48:24 +02:00
Joachim van der Herten
5bb17f21d2 Removal of print statements 2017-07-14 23:26:02 +02:00
Joachim van der Herten
7950b88bf9 Implementation of student-t processes 2017-07-14 23:22:31 +02:00
Alex Grigorievskiy
6af11edb6d SDE: removed some unnecessary comments. 2017-06-13 22:59:33 +03:00
Alex Grigorievskiy
dfe32266b6 STATE-SPACE: Recent modifications to state-space inference, including bug fixes in state-space kernels. 2017-06-13 22:59:33 +03:00
mzwiessele
6cd13ac2b3 fix: Fixed numpy 1.12 indexing and shape preservation 2017-02-23 14:45:18 +00:00
Zhenwen Dai
e74a31c482 Update ss_gplvm.py
resolve the future warning: FutureWarning:comparison to `None` will result in an elementwise object comparison in the future.
2017-01-29 11:38:13 +00:00
beiwang
b1935292d9 Delete gmm_bayesian_gplvm.py 2016-11-11 19:54:57 +00:00