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795 commits

Author SHA1 Message Date
Eric Kalosa-Kenyon
62d735e6a6
Fix GPy.priors.InverseGamma (#903)
* fixed InverseGamma prior: beforehand, it was a child class of Gamma but it defined a broken __new__ method of its own. Now, it just inherits Gamma's __new__; also added a test that ensures the InverseGamma can be instantiated and integrated into a GPy model

* overwrote misleading inherited methods in InverseGamma, deleted unnecessary repeated code
2021-05-26 17:37:55 -07:00
monabf
ff82f12c3d
Corrected Multivariate Gaussian prior (#775)
* Corrected MultivariateGaussian prior

Some corrections including adapting to current version of pdinv, correcting the expressions of constant, pdf and its gradient, and adding the printing function. After some tests, seems to run as expected, similarly to the Gaussian prior which was already working.

* Added test of MultivariateGaussian prior

Simple unit test for creating a kernel with Multivariate Gaussian prior over the lengthscales, then performing GP regression.

* Took care of case where x of shape (n, 1) for multivariate Gaussian prior

* Got rid of unnecessary asserts in Multivariate Gaussian prior since loss of time

Co-authored-by: and <buisson-fenet@is.mpg.de>
2021-05-14 15:21:47 -07:00
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
gehbiszumeis
98fef6d622 new: Added to_dict() method to Ornstein-Uhlenbeck (OU) kernel 2021-03-08 13:52:22 +01:00
bobturneruk
04a9d9d994 remove deprecated parameter 2020-11-16 10:41:16 +00:00
Julien Bect
5dd81288f2 Use super().__init__ consistently, instead of sometimes calling base class __init__ directly 2020-06-18 15:32:59 +02:00
Julien Bect
599e7a4b24 plotting_tests.py: Use os.makedirs instead of matplotlib.cbook.mkdirs (fix #844) 2020-06-18 14:07:27 +02:00
Zhenwen Dai
1f9ac259ca
Merge pull request #783 from MashaNaslidnyk/num-data-fix
Update self.num_data in GP when X is updated
2020-03-13 10:08:05 +00:00
Antoine Blanchard
7550b1e5ef fix normalizer 2020-01-14 15:32:25 -05:00
Masha Naslidnyk 🦉
1e06c6ce2f Update self.num_data in GP when X is updated 2019-09-05 14:39:13 +01:00
mzwiessele
40137cc8f7 fix: tests 2019-07-22 18:05:00 +01:00
mzwiessele
fbd43c4e9b fix: plotting_test 2019-07-22 16:31:38 +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
a86723c8ab
Fix the bug in the prediction of full covariance matrix (#702)
* fix the bug in the prediction of full covariance matrix

* Fix the test cases.

* update the version requirement for matplotlib
2018-10-30 07:43:44 +00:00
Siivola Eero
081d447bc2 Removed the test that tests if DiffKern works as a standalone kernel 2018-09-07 21:13:00 +03:00
Siivola Eero
0daad96da1 Added multioutput_gp model and tests for it 2018-09-05 16:37:40 +03:00
Siivola Eero
936fd1ff71 Added tests for DiffKern (using RBF) 2018-09-05 15:39:03 +03:00
Siivola Eero
d862fc71e2 Added new link-function to enable derivative sign values as in Riihimaki & Vehtari (2010) paper 2018-09-05 14:58:04 +03:00
mzwiessele
dbaf9b868c fix: merge #514 2018-09-02 21:32:47 +01:00
mzwiessele
717d3f56f2 fix: merge 2018-09-02 21:22:04 +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
mzwiessele
8446da628b fix: samples tests and plotting, multioutput 2018-09-02 19:07:23 +01:00
mzwiessele
270b90857c Merge branch 'devel' into esiivola-feature-multioutput 2018-09-02 16:49:59 +01:00
Zhenwen Dai
a854a76e09
Merge pull request #648 from marpulli/symmetric_kernel
Add Symmetric kernel
2018-07-28 09:14:19 +01:00
mzwiessele
179ffa76dd Merge branch 'feature-multioutput' of https://github.com/esiivola/GPy into esiivola-feature-multioutput 2018-07-27 14:56:31 +02:00
Keerthana Elango
eca5806518 Return deserialized models with actual type instead of base type 2018-07-24 10:46:33 +01:00
Mark Pullin
8ef7706fe5 Add symmetric kernel 2018-07-02 15:23:58 +01:00
Eero Siivola
afe9206656 Merge remote-tracking branch 'origin/devel' into feature-multioutput 2018-06-24 12:43:49 +03:00
Eero Siivola
8e69db51a2 Modified likelihoods test to better test multioutput likelihood 2018-06-24 12:41:36 +03:00
Moreno
7b2af57aee Sparse GP serialization 2018-05-16 08:53:55 +01:00
Moreno
f4ebae7425 add serialization functions for EPDTC 2018-03-05 12:14:31 +00:00
Jayanth Koushik
08801c5554 Ensure numpy version is used in coregionalize cython test 2018-02-15 21:26:32 -05:00
Jayanth Koushik
64c125573e Use explicity cython/numpy variants in coregionalize test 2018-02-15 17:18:03 -05:00
Jayanth Koushik
46d3b6ce5c Don't override global cython config in tests 2018-02-15 14:04:47 -05:00
mzwiessele
eac941f534 fix: pkg: added tests for multioutput regression with normalizer 2018-02-12 17:14:53 +01:00
Mark Pullin
ccfcfa1a85 Allow calculation of full predictive covariance matrices with multiple outputs and normalization 2018-02-05 11:21:02 +00:00
Siivola Eero
7da9536f31 Added a new class that enables using multiple likelihoods for multioutput case (previously, Mixed noise only allowed use of multiple gaussians) 2018-02-01 10:40:20 +02:00
Eero Siivola
3bb905be85 Merge remote-tracking branch 'origin' into feature-multioutput 2018-01-23 15:21:45 +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
Andrei Paleyes
ae3ea375f8 Moved posterior_covariance to Posterior class 2018-01-08 15:07:57 +00:00
Andrei Paleyes
0e2ec01839 Implemented utility function to compute covariance between points in GP Model 2018-01-05 11:40:59 +00:00
Eero Siivola
e0ec507721 Added multioutput kern and tests 2017-12-28 18:06:34 +02:00
Siivola Eero
397f3ead2c Multioutput kernel + initial test 2017-12-27 15:25:50 +02:00
Moreno
33aabdea90 Fix EP for non-zero mean GP priors 2017-11-22 10:41:01 +00:00
Alan Saul
83c3ed44e2
Merge pull request #572 from marpulli/devel
Add mean function functionality to dtc inference method
2017-11-16 11:53:11 +00:00
Zhenwen Dai
9ebb3e98c7
Merge pull request #573 from pgmoren/devel
Fix DSYR function (See https://github.com/scipy/scipy/issues/8155)
2017-11-16 11:50:10 +00:00
Alan Saul
88d4a46b67
Removed ImageComparisonFailure #575
ImageComparisonFailure no longer exists which causes issues with travis testing using the most recent matplotlib
2017-11-15 18:19:32 +00:00
Alan Saul
328f29a6f0
Figured it must be a matplotlib import error #575
New import matplotlib must be missing a package
2017-11-15 16:30:27 +00:00
Alan Saul
4d1b8c2866
Testing Again #575 2017-11-15 15:34:42 +00:00
Alan Saul
d69f780348
Trying to fix tests for Matplotlib plotting issue 2017-11-15 14:24:08 +00:00