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Author SHA1 Message Date
James Hensman
8d3fa46089 Fixed a NF induced bug in the guts of GPy 2013-01-10 16:24:58 +00:00
Nicolo Fusi
820cf11924 Merge branch 'master' of github.com:SheffieldML/GPy 2013-01-10 11:58:40 +00:00
Nicolo Fusi
ea9763865d added a term to warping function 2013-01-10 11:58:26 +00:00
James Hensman
57934d82a6 sphinx configuratino for readthedocs.org 2013-01-09 15:45:39 +00:00
James Hensman
3070f0b6c5 removed some redundant looping in kern.py 2012-12-21 11:43:15 +00:00
James Hensman
aae006411a GP_regression and sparse_GP_regression now only return the full 
posterior covariance matrix when requested.
 2012-12-21 11:42:39 +00:00
James Hensman
2999c6d2d6 forced simplification of sympy expressions before converting to c++ 2012-12-21 11:41:42 +00:00
James Hensman
dfdd47a0a2 Changed the behaviour of checkgrad. 
verbose now works as (I) expected. discussion welcome
 2012-12-21 11:41:08 +00:00
James Hensman
e0384902ff added an ARD option to the sympy RBF kern 2012-12-21 11:40:22 +00:00
James Hensman
cc3ccf1ddc reduced the memory requirements of the sparse GP 
by a factor of M!
 2012-12-18 15:51:39 +00:00
James Hensman
e29dc1c9dd added a constructor for a generic sympy kernel 2012-12-18 15:45:52 +00:00
James Hensman
304947d6cd Merge branch 'master' of github.com:SheffieldML/GPy 2012-12-17 11:52:20 +00:00
James Hensman
28edb59e8b added demo for uncollapsed GP 2012-12-17 11:52:15 +00:00
James Hensman
7f8310216c made sympykern truly work in place 2012-12-17 11:47:54 +00:00
James Hensman
aa4e1cc9c1 removed dL_dZ from sympykern 
(it's not needed, we can always use dK_dX)
 2012-12-17 11:45:25 +00:00
James Hensman
3c708b3bd6 Merge branch 'master' of github.com:SheffieldML/GPy 2012-12-17 11:17:10 +00:00
James Hensman
7ae0c163c1 added Alan's bugfix to this version of GPy: 
sympykern is now forced to recompile if the function changes.

Also re-enabled openmp loops, since I only diabled them for bugfinding
 2012-12-17 11:04:42 +00:00
James Hensman
abde9fd22d added iterate.dat to gitignore 2012-12-17 10:02:45 +00:00
James Hensman
539b80e515 tidied upt he kwargs in sympykern 2012-12-17 10:01:47 +00:00
James Hensman
87f4027377 Merge branch 'sympykern' 2012-12-17 09:51:23 +00:00
James Hensman
b56de4762e some gradient tidying and a small correction in the natural gradients 2012-12-16 19:03:08 +00:00
James Hensman
43af1c174d some simplification of the gradient expressions 2012-12-16 17:31:51 +00:00
James Hensman
7a34e1c446 some natural gradients of the uncollapsed GP implemented 2012-12-16 17:16:03 +00:00
James Hensman
35a7e6179d gradients now working in uncollapsed GP 2012-12-16 14:48:24 +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
053ebbe2d4 t of the gradients are now working in the uncollapsed sparse GP: one 
term still to do.
 2012-12-09 14:41:36 -08:00
Neil Lawrence
493f236b90 Added notes on issues found. 2012-12-09 01:53:42 -08:00
James Hensman
ef26888b78 dL_dbeta now works in the uncollapsed sparse GP 2012-12-08 15:29:17 -08:00
James Hensman
5f2c2a04f8 chenged a little of the notation in the sparse GP 
This should allow easier implementation of het. noise
 2012-12-08 15:15:31 -08:00
James Hensman
ab56f3f9b7 small tweak to the gradients in sparse GP 2012-12-07 23:03:53 -08:00
James Hensman
e6d08348c7 minor perfomance tweak for GP regression 2012-12-07 17:18:52 -08:00
James Hensman
fe13d2c09a more skeletal work on the uncollapsed GP 
None of the gradients work, but lots more things are in place
 2012-12-07 16:35:15 -08:00
James Hensman
1c0a223329 added the raw_predict function in the uncollapsed sparse GP 2012-12-07 15:51:27 -08:00
James Hensman
4fb28dcbd4 Added get and set attributes to the mode class 
... so that we can deal with the parameters in a Neil friendly way.
 2012-12-07 15:39:47 -08:00
Nicolo Fusi
e415dcdd93 GPLVM accepts an initial value for X (in case you don't want to use the default random/PCA init) 2012-12-07 15:16:52 +00:00
Nicolo Fusi
b7021261ea now passing a reference of the model to the optimizer (used in SGD) 2012-12-07 15:15:59 +00:00
James Hensman
50029ca4a7 implemented default constraints 
via m.ensure_default_constraints()
 2012-12-06 11:46:34 -08:00
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
James Hensman
9af637e214 changes the naming of kern components 
Kern components now only get a number if their name is duplicated
 2012-12-06 11:28:04 -08:00
James Hensman
f634350398 fixed small bugs in linalg, setup.py 2012-12-06 10:16:19 -08:00
James Hensman
c72d1b1a5b changed the behaviour of pdinv: now returns L and Li as well as the inverse 2012-12-06 09:51:13 -08:00
James Hensman
574f9f4e0a more tidying in EP, removed examples from _module_ ( and opened discussion on github 2012-12-06 09:21:37 -08:00
James Hensman
69cc506b9e trivial merge resolution 2012-12-06 08:49:46 -08:00