Commit graph

412 commits

Author SHA1 Message Date
Martin Bubel
a6d78d79aa replace np.float by float 2023-10-16 18:53:11 +02:00
gehbiszumeis
bb1bc50886
to_dict() and from_dict() functionality for Coregionalize Kernel and MixedNoise Likelihood class, appveyor CI resurrected (#951)
This PR adds two main things to GPy:
- to- and from-dict functions for the kernels listed belop
- a fix for the appveyor CI
Please see the squashed commit messages listed below.
Authors: @gehbiszumeis @ppk42 respectively
Reviewer: @ekalosak 

---
* new: added to_dict() method to Coregionalize kernel class

* new: added to_dict() method to MixedNoise likelihood class

* fix: made Y_metadata dict content serializable

* fix: typo

* added additional needed parameters to to_dict() method for Coregionalize kernel + added _build_from_input dict method

* new: added possibility to build MixedNoise likelihood from input_dict

* Y_metadata conversion from serializable to np.array when loading from dict

* fix: rework Y_metadata part for compatibility with unittests !minor

* conda cleanup in appveyors pipeline

* conda clean up after conda update

* conda clean before conda update

* try pinning packages for conda

* revert all conda changes

* conda clean all (not only packages)

* use conda update anaconda

* pin conda package

* pin conda package

* try installing charset-normalizer beforehand

* try to get from conda-forge

* revert all conda changes

* Try to fix the conda update challange.

See: https://community.intel.com/t5/Intel-Distribution-for-Python/Conda-update-Conda-fails/td-p/1126174

It is just a try for a different context/(conda version).

* Still fixing build error on appveyor

I also use a newer miniconda version for greater python versions.

* Update appveyor.yml

Thinking it over it decided to use miniconda38 for all python versions unless python 3.5.

* revert miniconda versioning changes

* adjust GPy version in appveyor.yml

* 1st attempt bring the appveyor build to life again

* #955 fixing ci build on appveyor

After bringing the miniconda env to work again, the wrong matplotlib version was used. This commit should fix that.

* #955 Fix CI build

Freezing numpy and scipy was a bad idea.
I freeze matplotlib  dependend  on the python version only.

* add: built_from_dict method for White Kernel

Co-authored-by: Peter Paul Kiefer <ppk42@users.noreply.github.com>
Co-authored-by: Peter Paul Kiefer <dafisppk@gmail.com>
2021-12-09 14:14:27 -05:00
Julien Bect
d754bc12de maint: Wrap very long lines (> 450 chars) 2020-06-24 16:22:19 +01:00
bobturneruk
e0304056f9 correct likelihod definition 2020-06-18 14:41:06 +01:00
bobturneruk
4e411c4b26 likelihoods 2020-06-18 14:41:06 +01:00
kae_mihara
522ccc492f
fix ImportError in likelihood.py
in function log_predictive_density_sampling
2020-03-09 11:56:23 +08:00
mzwiessele
fbd43c4e9b fix: plotting_test 2019-07-22 16:31:38 +01:00
Siivola Eero
c30698b8db Switched to relative package imports 2018-09-06 12:06:40 +03:00
Siivola Eero
101e93b73e Made EP faster for Binomial likelihood with Probit or ScaledProbit link functions by adding exact moments 2018-09-05 15:42:40 +03:00
Siivola Eero
d862fc71e2 Added new link-function to enable derivative sign values as in Riihimaki & Vehtari (2010) paper 2018-09-05 14:58:04 +03:00
Siivola Eero
0b5e8d895e Changed the place of index_to_slices to more logical place 2018-09-05 14:57:16 +03:00
mzwiessele
179ffa76dd Merge branch 'feature-multioutput' of https://github.com/esiivola/GPy into esiivola-feature-multioutput 2018-07-27 14:56:31 +02:00
Eero Siivola
292e69ee0d Added a notice of the correspondence of the likelihood structure to the one of GPstuff due to their request 2018-06-24 12:41:00 +03:00
Moreno
11aa6ea27b Serialization: Add docstrings 2018-06-07 09:52:13 +01:00
Siivola Eero
7da9536f31 Added a new class that enables using multiple likelihoods for multioutput case (previously, Mixed noise only allowed use of multiple gaussians) 2018-02-01 10:40:20 +02:00
Moreno
e572bfb746 Basic framework for serializing GPy models 2017-09-11 12:18:01 +01:00
Zhenwen Dai
9e6eac1cf0 Merge pull request #527 from adhaka/ll-surv
merged in the changes about Ll surv
2017-09-07 11:08:13 +01:00
Akash Kumar Dhaka
8b24b492f1 some more merge conflicts resolved for syncing with the current devel branch of main GPy 2017-08-10 11:51:48 +03:00
Akash Kumar Dhaka
f0f1a183b0 merging with the gpy devel branch to be in sync with the latest code and make pull request again .. 2017-08-10 11:47:26 +03:00
Siivola Eero
841ca66170 Robustified binomial likelihood 2017-08-10 11:14:40 +03:00
Siivola Eero
458b453613 minor bugfix 2017-08-10 11:14:40 +03:00
Siivola Eero
a9cdfad4b6 Fixed two small lbugs 2017-08-10 11:14:40 +03:00
Akash Kumar Dhaka
5d7e575c77 putting exact_inference_gradients again and calling in instead from ep_gradients which is the genreic method for calculating expected gradients used in ep 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
Siivola Eero
60d0e2f79d Robustified binomial likelihood 2017-08-07 18:07:18 +03:00
Akash Kumar Dhaka
2eef576877 correcting weibull- changing parameterisation from f to exp(f) similar to loglogistic 2017-07-27 21:11:20 +03:00
Siivola Eero
a97cdc3a07 minor bugfix 2017-07-04 15:45:24 +03:00
Siivola Eero
8ad774cb4e Fixed two small lbugs 2017-07-04 13:18:06 +03:00
Akash Kumar Dhaka
8377d95fbe putting exact_inference_gradients again and calling in instead from ep_gradients which is the genreic method for calculating expected gradients used in ep 2017-07-03 18:33:21 +03:00
Akash Kumar Dhaka
ed3f6c56c2 commiting code for some changes to api for calculating ep_gradients, also fixing some issues with gaussian hermite quadrature, no we have both avaialable ... 2017-07-03 18:24:02 +03:00
Akash Kumar Dhaka
51dcd85412 adding file for gaussian-kronrod integration, test cases and calculating gradients of log marginal wrt theta-likelihood params 2017-07-03 13:30:39 +03:00
Akash Kumar Dhaka
84e39667fa change import statements for calling locally 2017-06-01 16:07:50 +03:00
Akash Kumar Dhaka
61872fb315 fresh branch for these new likelihood functions along with test code- will work atleast with La[lace approximation ... 2017-06-01 15:03:19 +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
mzwiessele
96cc0838eb fix: Fixed numpy 1.12 indexing and shape preservation 2017-06-01 11:59:04 +03:00
Moreno
0c248e7520 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
2017-03-22 13:40:06 +00:00
mzwiessele
6cd13ac2b3 fix: Fixed numpy 1.12 indexing and shape preservation 2017-02-23 14:45:18 +00:00
Max Zwiessele
589c5d9eac Merge branch 'devel' into binomial_laplace 2016-09-01 14:21:27 +01:00
Aki Vehtari
c3963928f1 Python2->Python3 2016-06-09 14:50:53 +03:00
Alan Saul
378ac0ad06 Added binomial derivative and test 2016-04-01 21:21:37 +01:00
Max Zwiessele
ac878f278f Merge branch 'jameshensman-master' into gpy_one_fixes 2016-04-01 11:56:41 +01:00
Alan Saul
ebf98328fe Merge branch 'devel' into fixing_likelihoods 2015-11-12 13:36:23 +00:00
Alan Saul
51ccaed020 Started looking at quadrature code for moments 2015-10-22 16:23:08 +01:00
Alan Saul
e7c8da2cdf Added Y_metadata to moments_match_ep, and removed log-concave student-t test, and added EP test for bernoulli 2015-10-22 16:20:16 +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
James Hensman
ff9ab62db2 ENH improved the stability of variational_expectations in the Binomial likelihood 2015-09-25 11:16:12 +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