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839 commits

Author SHA1 Message Date
mzwiessele
6cd13ac2b3 fix: Fixed numpy 1.12 indexing and shape preservation 2017-02-23 14:45:18 +00:00
Zhenwen Dai
e74a31c482 Update ss_gplvm.py 
resolve the future warning: FutureWarning:comparison to `None` will result in an elementwise object comparison in the future.
 2017-01-29 11:38:13 +00:00
beiwang
b1935292d9 Delete gmm_bayesian_gplvm.py 2016-11-11 19:54:57 +00:00
beiwang
567601344c gmm_creation 2016-11-11 19:18:39 +00:00
beiwang
6aab528af2 gmm_creation 2016-11-11 18:12:14 +00:00
mzwiessele
84896ab97b Merge branch 'devel' into kurtCutajar-devel 2016-09-06 11:15:12 +01:00
mzwiessele
f0b17d7b1a [mrd] init updates and added tests 2016-09-06 08:37:21 +01:00
Max Zwiessele
dc9a67ad74 [merge] into new devel 2016-09-05 15:56:53 +01:00
Bill
c3c98652d1 didnt realize last 2 changes went to PR, undoing 2016-08-24 13:08:20 -05:00
Bill
37800d7270 fixed import issue 2016-08-23 21:43:42 -05:00
Bill
48f5c7fa15 trying to make gp_kronecker models savable 2016-08-23 21:40:00 -05:00
mzwiessele
d343ec8b41 [warped stuff] plotting and normalizer in warped gps 2016-08-17 14:51:29 +01:00
mzwiessele
746d4daae8 [merge] devel 2016-08-16 12:03:45 +01:00
Michael T Smith
81dc680a8a Push just to rerun testing 2016-08-09 13:55:37 +01:00
Michael T Smith
ebe4a496a6 Corrected mistake in gradients: Was finding d(Xi-Xj)/dOffset instead of dr/dOffset. Fixed by scaling by kernel lengthscale. 2016-08-04 09:01:27 +01:00
Michael T Smith
132c8d92b2 Offset model and clustering utility 2016-08-03 15:27:49 +01:00
Michael T Smith
c701fb9f09 Adding refs to new clustering and offset model and utility 2016-08-03 14:56:04 +01:00
mzwiessele
9be51df4f1 Merge branch 'wgps_improvements' of https://github.com/beckdaniel/GPy into beckdaniel-wgps_improvements 2016-08-03 13:27:52 +01:00
Ricardo Andrade
893b9a7eba trying to be more specific 2016-06-24 11:03:38 -07:00
Ricardo Andrade
ad834330af trying to be more specific 2016-06-24 11:02:59 -07:00
Aki Vehtari
c3963928f1 Python2->Python3 2016-06-09 14:50:53 +03:00
cdguarnizo
52fb928dff Updates for eq_ode1 and eq_ode2 kernels 2016-05-23 01:28:01 -05:00
cdguarnizo
f844143353 Add eq_ode1 kern and ibp_lfm model 2016-05-20 02:03:55 -05:00
kcutajar
83bd94185d Removed SSM functionality - updated Kronecker grid case 2016-05-09 15:48:17 +02:00
beckdaniel
45f692340a merged last devel 2016-04-11 11:26:46 +01:00
beckdaniel
ff700bbebf changed imports to relative ones 2016-04-07 18:07:13 +01:00
Alexander Grigorievskiy
c374311e84 FIX: Fixing bugs and innacuracies in state-space inference. 2016-04-06 17:35:08 +03:00
Max Zwiessele
d6ccccc7e4 [statespace] make predict comply to gpy standards (no confidence interval) 2016-04-04 15:37:51 +01:00
Max Zwiessele
ac878f278f Merge branch 'jameshensman-master' into gpy_one_fixes 2016-04-01 11:56:41 +01:00
Max Zwiessele
f4f3d8546e Merge branch 'devel' into gpy_one_fixes 2016-04-01 11:45:10 +01:00
Max Zwiessele
309dd77ee5 Merge pull request #261 from AlexGrig/kalman_new 
Kalman new
 2016-04-01 11:28:01 +01:00
Max Zwiessele
8ad14681ee [plotting] new baseling 2016-03-31 15:59:44 +01:00
Max Zwiessele
0116b03f3c [plotting] still testing the testing 2016-03-31 14:06:23 +01:00
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
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
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
d9cf9c3bff FIX: Fixe bug with "expm" function in "state_space_new". Also some minor changes 
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. 
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. 
State-space example is slightly modified.
Imports are corrected accordingly.
 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
0d943ac98e added a log-tanh function 2016-03-14 17:22:23 +00:00
Zhenwen Dai
ba74e29aee merge with upstream 2016-03-10 18:17:35 +00:00
mzwiessele
eeb2733059 [sparse gp] commented out print statements, which are never used 2016-03-08 12:04:24 +00:00