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.
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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.
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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.
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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.
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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
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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.
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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.
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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
beckdaniel
347bcc963a
added an exception when you input 0 or negative values to logtanh function
2016-03-14 17:40:43 +00:00
beckdaniel
0d943ac98e
added a log-tanh function
2016-03-14 17:22:23 +00:00
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
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[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
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[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'.
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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
mzwiessele
1f54c22d72
[plotting] adding plotting tests, due to many problems with plotting, when not checked
2016-03-10 12:18:34 +00:00
mzwiessele
f52e882b74
[util] tests for util/debug.py
2016-03-10 12:08:49 +00:00
mzwiessele
4402e2ffcf
[util] tests for util/debug.py
2016-03-10 12:07:23 +00:00
mzwiessele
30c6fc90ff
[kernel] fix #218 and #325
2016-03-10 10:21:17 +00:00
Max Zwiessele
af76126ef1
Merge pull request #323 from SheffieldML/stochastics
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[stochastics] update for new stochastic iptimizers in gpy
2016-03-08 16:26:39 +00:00
mzwiessele
fede805526
[kern] added doc string
2016-03-08 14:59:53 +00:00
mzwiessele
51af6a236a
[autograd] added install instr for autograd
2016-03-08 14:59:28 +00:00
mzwiessele
eeb2733059
[sparse gp] commented out print statements, which are never used
2016-03-08 12:04:24 +00:00
mzwiessele
67043e83d7
[minibatch] added coverage for branching, spottet bug in X_variance
2016-03-08 11:19:50 +00:00
mzwiessele
88a9b92c80
[climin] added tests and install directions for travis
2016-03-08 10:23:05 +00:00
mzwiessele
eaf20a952e
[stochastics] added optimization for a few runs
2016-03-08 10:01:07 +00:00
mzwiessele
e4a4344334
[stochastics] update for new stochastic iptimizers in gpy
2016-03-08 09:47:24 +00:00
mzwiessele
c72d085e2b
[white hetero] additional check for prediction
2016-03-07 15:31:20 +00:00
mzwiessele
90f29405ba
[white hetero] additional check for prediction
2016-03-07 15:26:44 +00:00
Max Zwiessele
bcb7679b5c
Merge pull request #322 from SheffieldML/minibatch
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[sparsegplvm] added sparsegplvm and tests for minibatch sparsegplvm
2016-03-07 14:18:13 +00:00
