58 commits

Author	SHA1	Message	Date
Nicolo Fusi	151c426a3a	some minor changes in SGD	2013-02-15 14:30:52 +00:00
Nicolo Fusi	5c7d37427c	added KL term to BGPLVM	2013-02-15 13:31:29 +00:00
Nicolo Fusi	c40c83a191	working on SGD merge	2013-02-15 12:39:45 +00:00
Nicolo Fusi	7efe14c329	trying to fix the likelihood.Y madness	2013-02-15 12:17:06 +00:00
Nicolo Fusi	2abba8cf14	merged with master	2013-02-15 11:56:37 +00:00
Nicolo Fusi	7fbc6935d9	just some rearranging	2013-02-08 17:13:07 +00:00
Nicolo Fusi	7b1e1eb18b	added centering and fixed serious bug	2013-02-07 15:50:45 +00:00
Nicolò Fusi	baa06181e8	psi statistics working for linear ARD kernel	2013-02-07 10:01:05 +00:00
Nicolo Fusi	71e461a780	added support for sparse matrices	2013-02-06 14:46:23 +00:00
Nicolo Fusi	6959751149	pretty much the version running on ec2	2013-02-06 11:43:23 +00:00
Nicolo Fusi	6a6cbb58c8	sometimes a step with missing data can be a bit unstable	2013-02-05 16:40:26 +00:00
Nicolo Fusi	643abdcec7	made it clear that we are working with -f(x)	2013-02-01 14:53:48 +00:00
Nicolo Fusi	4c963d1a67	fixed bug in SGD	2013-01-31 14:33:34 +00:00
Nicolo Fusi	be8417315c	minor changes	2013-01-31 13:38:05 +00:00
James Hensman	a6851cf63d	massive restructuting to make the EP likelihoods work consistently	2013-01-31 12:28:52 +00:00
James Hensman	ea0802d938	much tidying and breakage in the GP class	2013-01-31 12:00:57 +00:00
Nicolo Fusi	7fdfc244f6	made SGD work with new get/set param	2013-01-31 11:13:25 +00:00
Nicolo Fusi	49d2e4e4f6	merged master	2013-01-31 09:57:40 +00:00
Nicolo Fusi	e1edb062ed	minor changes	2013-01-30 13:20:01 +00:00
Ricardo Andrade	29eb61d65e	EP plots samples now for the phi transformation.	2013-01-30 12:14:32 +00:00
Ricardo	d1a0883c12	Log-likelihood,predictions and plotting are working.	2013-01-29 23:54:02 +00:00
Ricardo Andrade	ec89c4efc3	_compute_GP_variables	2013-01-29 16:45:00 +00:00
Ricardo Andrade	cab3b77b6b	Assertions included.	2013-01-29 16:44:42 +00:00
Ricardo Andrade	29ec128c9d	Other changes.	2013-01-28 17:47:08 +00:00
Ricardo	fad0e07624	Sparse EP	2013-01-28 00:16:23 +00:00
Ricardo Andrade	a8738984b3	Merge branch 'master' into newGP	2013-01-25 18:27:59 +00:00
Ricardo Andrade	738ca78dac	No more GP_EP stuff	2013-01-25 18:24:10 +00:00
Ricardo Andrade	6a2e0a1fe5	fixing EP and merging it with GP_regression	2013-01-25 18:14:28 +00:00
Ricardo	b6ffb57263	Fixing GP_EP	2013-01-25 09:30:31 +00:00
Ricardo	4304c1dbe2	Missing scale and location arguments.	2013-01-24 16:55:15 +00:00
Ricardo	d286ffe633	Golden serach and Simpson's rule explained.	2013-01-23 22:54:04 +00:00
Ricardo Andrade	8c3aa5b64d	test	2013-01-23 17:02:28 +00:00
Ricardo Andrade	54c4d6df14	Deleted line	2013-01-23 16:53:27 +00:00
Ricardo Andrade	b2bc978767	TODO added	2013-01-23 16:12:04 +00:00
Ricardo Andrade	f949e4a2c8	Poisson and Gaussian likelihood.	2013-01-23 11:25:41 +00:00
Ricardo Andrade	82d5479438	Poisson likelihood.	2013-01-23 11:22:20 +00:00
Neil Lawrence	b43db3f8da	Modified log_like_gradients to make it _log_like_gradients and moved extract_gradient to _log_like_gradients_transformed.	2013-01-18 13:47:37 +00:00
Neil Lawrence	1674bc529b	expand_param and extract_param replaced with set_params_transformed and get_params_transformed	2013-01-18 13:37:17 +00:00
Neil Lawrence	3c700dfa50	Changed get_param and set_param to _get_params and _set_params	2013-01-18 12:31:37 +00:00
Nicolo Fusi	ec13f359eb	fixed index	2013-01-15 15:37:14 +00:00
Nicolo Fusi	c8f8494887	Merge branch 'master' into SGD	2013-01-11 15:12:18 +00:00
Nicolo Fusi	b4190f907e	fixed interface change in optimization.py	2012-12-14 14:00:50 +00:00
Nicolo Fusi	11dacb378a	added autodection of Rasmussen's minimize	2012-12-14 13:57:29 +00:00
Nicolo Fusi	dd7f3a2711	Merge branch 'master' into SGD	2012-12-10 17:28:19 +00:00
Nicolo Fusi	da51f69ec3	Merge branch 'master' of github.com:SheffieldML/GPy	2012-12-10 17:26:05 +00:00
Nicolo Fusi	8c4606355d	fixed SGD to work with new interface	2012-12-10 17:25:54 +00:00
Nicolo Fusi	c9358c6aec	fixed merge	2012-12-10 17:23:20 +00:00
Nicolo Fusi	e2770b01bb	models are now pickleable	2012-12-10 17:20:45 +00:00
Nicolo Fusi	5e7ca787a5	working implementation of SGD	2012-12-10 17:15:08 +00:00
James Hensman	ac84f4f34c	changed the name of GP_EP (from simple) in the unit test, added a messages option for full EP	2012-12-06 11:30:12 -08:00