Commit graph

5262 commits

Author SHA1 Message Date
Max Zwiessele
b1e7ab8c34 Merge pull request #350 from SheffieldML/fixed_inputs
Fixed inputs and BGPLVM prediction tests
2016-04-01 10:02:56 +01:00
Max Zwiessele
3493051951 [plotting] was not covered in tests, now is 2016-04-01 10:00:52 +01:00
Max Zwiessele
ff9a6f9c26 [kernel] combination kernel and hierarchical independent gradient updates 2016-04-01 09:45:39 +01:00
Alan Saul
91bebc8161 Merge branch 'devel' into fixed_inputs 2016-03-31 18:22:29 +01:00
Max Zwiessele
8ad14681ee [plotting] new baseling 2016-03-31 15:59:44 +01:00
Max Zwiessele
17bdec1bc0 [plotting] skip on fail 2016-03-31 15:31:28 +01:00
Max Zwiessele
88789611c2 [kernel] added structural tests for ind outputs kernel, but problem with gradients persist 2016-03-31 14:31:24 +01:00
Max Zwiessele
0116b03f3c [plotting] still testing the testing 2016-03-31 14:06:23 +01:00
Alan Saul
b1ac51ce49 Merge branch 'devel' of https://github.com/SheffieldML/GPy into devel 2016-03-30 19:42:46 +01:00
Max Zwiessele
1376113405 [plotting] skipping on fail 2016-03-30 13:50:19 +01:00
Max Zwiessele
8b00ee059f [plotting] back to png... 2016-03-30 13:47:41 +01:00
Max Zwiessele
83184565cf [plotting] svg? 2016-03-30 13:40:02 +01:00
Max Zwiessele
9714f32291 [plotting] test for pdf? 2016-03-30 12:59:07 +01:00
Max Zwiessele
57087c85fe [plotting] tests 2016-03-30 11:32:08 +01:00
Max Zwiessele
10b07305f9 [plotting] tests 2016-03-30 10:20:04 +01:00
Max Zwiessele
c793ca77a9 [Merge] merge devel 2016-03-30 09:52:40 +01:00
Max Zwiessele
a35ed532a8 [plotting util] faster generation of grid 2016-03-30 09:51:05 +01:00
Zhenwen Dai
2e543be567 Merge pull request #339 from zhenwendai/devel_pullrequest
numerical stable implementation of rational qudratic
2016-03-29 15:55:32 +01:00
Zhenwen Dai
44e164b8fb implement sensitivie of periodic kernel for plot_ARD 2016-03-29 15:09:19 +01:00
Zhenwen Dai
90f5aded91 Merge from Sheffield/GPy devel branch 2016-03-29 14:48:40 +01:00
Zhenwen Dai
fd2fc557c6 implement the gradient_X for standard_periodic kernel 2016-03-29 14:47:41 +01:00
Alan Saul
597eddcc81 Small convenience function for extracting fixed_inputs, fixed inputs can be set to their mean, median, or zero 2016-03-24 15:24:53 +00:00
Alan Saul
9defc07672 Test for BGPLVM predictions, for linear case which is possible to do analytically 2016-03-24 14:56:42 +00:00
kcutajar
08fa69fdd1 Added kernels for GpGrid and GpSsm regression 2016-03-22 09:09:30 +01:00
kcutajar
ea2f814d55 Added core code for GpSSM and GpGrid 2016-03-22 08:53:39 +01:00
Alan Saul
d8447a1c65 Added back fixed_inputs 2016-03-21 17:46:18 +00:00
Zhenwen Dai
1b85b45a7e numerical stable implementation of rational qudratic 2016-03-17 14:06:56 +00:00
Max Zwiessele
5c53bc45e2 Merge pull request #314 from zhenwendai/devel_pullrequest
Fix the issue of negative predicted variance of normal GP
2016-03-17 13:29:56 +00:00
Zhenwen Dai
67ba9b60c6 move _raw_predict into posterior object 2016-03-17 11:29:33 +00:00
Alexander Grigorievskiy
d8f0443e2d TEST: Modifying constraints of the standard periodic kernel in order to pass tests on different platforms. 2016-03-16 18:02:19 +02:00
Alexander Grigorievskiy
463c489cdf TEST: Relaxing some test constraints for passing tests on all platforms. 2016-03-16 13:21:09 +02:00
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.
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.
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.
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.
Those are childs of regular kernels with extra "sde" function.
2016-03-15 17:33:56 +02:00