Commit graph

39 commits

Author SHA1 Message Date
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
Renamed from GPy/inference/latent_function_inference/ep.py (Browse further)