Moreno
e572bfb746
Basic framework for serializing GPy models
2017-09-11 12:18:01 +01:00
Siivola Eero
a9cdfad4b6
Fixed two small lbugs
2017-08-10 11:14:40 +03:00
Akash Kumar Dhaka
8b621a409c
commiting code for some changes to api for calculating ep_gradients, also fixing some issues with gaussian hermite quadrature, no we have both avaialable ...
2017-08-10 11:14:40 +03:00
Akash Kumar Dhaka
ae27e1225d
adding file for gaussian-kronrod integration, test cases and calculating gradients of log marginal wrt theta-likelihood params
2017-08-10 11:14:40 +03:00
Akash Kumar Dhaka
69a81acff9
bug fix to prevent infinite loop because of incorrect stopping condition
2017-08-10 11:14:40 +03:00
Moreno
255d97a917
Refactor EP and EPDTC
2017-08-10 11:14:40 +03:00
esiivola
7c4e2f21f8
Added initial version of the refactored EP
2017-08-10 11:14:40 +03:00
esiivola
0d06dc3b4e
Added initial version of the refactored EP
2017-08-10 11:14:40 +03:00
esiivola
dfc5bd42dc
Added initial version of the refactored EP
2017-08-10 11:14:40 +03:00
Moreno
63751de912
Changes in EP/EPDTC to fix numerical issues and increase the flexibility of the inference.
...
Changes to avoid numerical issues and improve the performance:
- Keep value of the EP parameters between calls
- Enforce positivity of tau_tilde
- Stable computation of the EP moments for the Bernoulli likelihood
- Compute marginal in the GP model without directly inverting tau_tilde
Changes to improve the flexibility:
- Add parameter for maximum number of iterations
- Distinguish between alternated/nested mode
- Distinguish between sequential/parallel updates in EP
2017-06-01 11:59:04 +03:00
Max Zwiessele
896887bd94
[inference] rename wrong precision into variance
2016-09-01 13:16:50 +01:00
mzwiessele
61dff6e62b
[ fix #380 ] reloading ep
2016-04-27 12:41:24 +01:00
mzwiessele
e4d76a133a
[ fix #380 ] reloading ep
2016-04-27 12:37:04 +01:00
Alan Saul
3d90b1b3ff
Documentation
2015-11-20 15:52:19 +02:00
Alan Saul
02af482585
Removed old code
2015-11-20 15:50:01 +02:00
Alan Saul
efa9b920c3
Allow EP to have a auto reset option
2015-11-20 15:06:20 +02:00
Alan Saul
ebf98328fe
Merge branch 'devel' into fixing_likelihoods
2015-11-12 13:36:23 +00:00
Alan Saul
3dba1c05de
Added Z_tilde contribution for EP, now log_marginal is correct, need to check for var_dtc case
2015-10-22 16:19:27 +01:00
Alan Saul
5b4abf4c34
Fixing bernoulli likelihood for Laplace, fixing Zep for EP, and starting working on quadrature limits
2015-10-19 19:29:57 +01:00
mzwiessele
dce82847a7
[paramz] fully integrated all tests running
2015-10-15 14:59:57 +01:00
Max Zwiessele
383cf41dab
[ #186 ] fixed distribution across files and added base class for reusability
2015-09-11 17:13:21 +01:00
Max Zwiessele
69f6cfa6f7
[inference] changed gaussian variance to precision (which it really is)
2015-09-11 16:59:55 +01:00
Max Zwiessele
8132084de6
[ep] now calling exact inference instead of copying code
2015-09-11 15:47:07 +01:00
Max Zwiessele
1d354f5cce
[classification] sparse gp classification and dtc update
2015-09-11 15:08:30 +01:00
Mike Croucher
5c653fa4b0
Fix merge conflicts
2015-04-01 13:03:48 +01:00
Mike Croucher
e82b5fe773
Resolve merge conflicts
2015-04-01 11:44:20 +01:00
James Hensman
254157ce04
Merge branch 'devel' of github.com:/sheffieldml/GPy into mean_functions
2015-03-25 16:48:24 +00:00
James Hensman
e74bfd81c6
added some clarifying comments with NDL
2015-03-25 14:22:39 +00:00
James Hensman
fa801bf46c
mean functions in place
2015-03-23 14:47:49 +00:00
Mike Croucher
506a57def8
Import fixes for Py3
2015-02-27 17:39:15 +00:00
James Hensman
384b6c70c5
more coopyrighting
2014-11-21 11:52:28 +00:00
teodecampos
f84f3f4308
Fixed an assertion, it was checking the dimensionality of the input data matrix, rather than that of the labels.
2014-05-23 17:18:38 +01:00
Ricardo
3d76664af0
EP is back.
2014-05-15 16:36:03 +01:00
Ricardo
a03d037736
Merge branch 'devel' of github.com:SheffieldML/GPy into devel
2014-05-15 14:11:20 +01:00
Ricardo
bd7a80dde5
flags added
2014-05-15 14:11:11 +01:00
Max Zwiessele
58a05f37b7
[latentfunctioninference] superclass LatentFunctionInference added, which contains a call just before and just after optimization
2014-05-15 14:06:00 +01:00
Ricardo
6587f52004
minor change
2014-04-16 11:05:34 +01:00
Ricardo
dfb555bbf2
missing docstrings
2014-03-20 16:50:17 +00:00
James Hensman
77d08a7d6f
fixes to EP
2014-03-14 11:47:23 +00:00