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412 commits

Author SHA1 Message Date
Alan Saul
ef778f75d4 Updated sampling and plots to be correct shape, and changed plotting of sampling to be posterior samples p(f*|f), like it used to be, and samples_y to plot samples of p(y*|y) 2015-09-10 11:08:28 +01:00
Mike Croucher
d3321251ef Switched to scipy.special.log1p@ 2015-09-07 16:34:53 +01:00
Mike Croucher
54ea44b9f9 Merge branch 'devel' of https://github.com/SheffieldML/GPy into devel 2015-09-07 16:23:19 +01:00
Mike Croucher
fb444d8933 Used scipy.log1p since it gives more consistent results cross-platform 2015-09-07 16:23:10 +01:00
Mike Croucher
c47c63b408 Python 3 fixes 2015-09-07 14:07:09 +01:00
Ricardo
2745904c01 Shape of heteroscedastic variance corrected 2015-09-03 17:28:31 +01:00
Max Zwiessele
26bdcfa82e [hetnoise] import correction 2015-09-02 15:45:55 +01:00
Max Zwiessele
74a7c6398b [merge] 2015-09-02 14:34:23 +01:00
Ricardo
f780693577 New likelihood: HeteroscedasticGaussian 2015-09-02 13:29:33 +01:00
Max Zwiessele
70a9a26d7e [core] updating system, security branching 2015-09-02 09:06:17 +01:00
Max Zwiessele
938cc49aed Merge branch 'devel' of github.com:SheffieldML/GPy into devel 2015-08-28 16:28:25 +01:00
Max Zwiessele
4bd99c674f [heteroscedastic gauss] Implemented Heteroscedastic Guassian Lik with @ric70x7 2015-08-28 16:28:01 +01:00
Max Zwiessele
0d32652c88 [heteroscedastic gauss] Implemented Heteroscedastic Guassian Lik with @ric70x7 2015-08-28 16:26:55 +01:00
James Hensman
60b5f071b4 sqrt(pi) term fix in Bernoulli 2015-08-18 17:11:54 +01:00
Alan Saul
da5de6b814 Added fallback for non-identity link function for Gaussian variational expectations 2015-08-18 16:29:44 +01:00
James Hensman
9780fb48de fixing qualtile code for some likelhoods 2015-08-13 12:07:01 +01:00
Mike Croucher
dd059502ac Python 3 fixes 2015-08-12 08:37:13 +01:00
Alan Saul
926b53bfce Changed quantile computation via sampling and added fallback for predictive mean and variance if conditional mean and variance are not implemented yet 2015-07-22 18:33:11 +01:00
Alan Saul
a1c9168de4 Passing on y_metadata 2015-06-25 15:18:08 +01:00
James Hensman
24e759199e sqrt pi term was missing in variational expectations 2015-06-12 16:58:29 +01:00
Alan Saul
56d50e0469 Reshaped log predictive density to have D outputs 2015-05-22 21:16:38 +01:00
Alan Saul
1acbcd2593 Fixed deg free gradient 2015-04-28 10:51:13 +01:00
Alan Saul
75ebe4bf10 Added log predictive density, student t degrees of freedom gradients and plotting functionality 2015-04-27 18:56:20 +01:00
Alan Saul
7abeed51de Quadrature appeared to be out by a factor of 1/sqrt(pi) 2015-04-23 17:00:14 +01:00
James Hensman
e88b8a88d1 manual merging with AS 2015-04-16 12:45:04 +01:00
Alan Saul
361f0a5274 Fixed log predictive density, added option for LOO to provide some intemediate variables 2015-04-16 09:25:18 +01:00
Alan Saul
ab5f359103 Changed LOO implementation for Eq 30 instead of 37 2015-04-14 16:27:58 +01:00
Alan Saul
b6761c21d7 Added LOO for laplace and exact inference on training data, Gaussian logpdf appeared to be wrong, now fixed 2015-04-14 14:17:08 +01:00
Alan Saul
5c9587404d Added some numerical stability to link functions with tests for link functions 2015-04-10 14:58:02 +01:00
James Hensman
ea787fd376 manual merging 2015-04-09 15:46:40 +01:00
James Hensman
1e30ffd730 speed ups for normal cdf 2015-04-09 15:42:02 +01:00
Mike Croucher
82a9bb9d93 Merge remote-tracking branch 'upstream/devel' into devel 2015-04-09 14:21:15 +01:00
Alan Saul
e658637c18 Added Y_metadata to log_predictive_density 2015-04-08 10:57:20 +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
Alan Saul
582aa4f406 More samples for predictive quantile 2015-03-27 15:30:40 +00:00
Alan Saul
1a253ff82a Added safe_exp and tests 2015-03-27 15:14:52 +00:00
Alan Saul
4d27fddd37 Small tidying up 2015-03-27 14:24:24 +00:00
Alan Saul
3c7a1b9a91 Merge branch 'devel' into saul_merge 2015-03-27 14:17:34 +00:00
Alan Saul
0ea3d33695 Merging with private repo, mostly fixed 2015-03-27 14:17:03 +00:00
James Hensman
55dba3d2d9 shape changes for gradeitns of likelihood parameters in variational_expectations 2015-03-27 11:14:41 +00:00
James Hensman
534e0df606 some tests for the svgp, and some changes to the likelihoods 2015-03-24 14:11:50 +00:00
James Hensman
53081c704d derivatives of likelihood things now working for svgp 2015-03-24 13:58:41 +00:00
Mike Croucher
7930eb646f Merge from upstream 2015-03-13 14:23:40 +00:00
Alan Saul
233c5ee8b4 Updated other likelihoods to give back logpdf and gradients for each link_f rather than summing on the inside 2015-03-09 10:27:21 +00:00
James Hensman
48821a6b73 Added binomial likelihood
Also some changes to pass through Y_metadata, where it had previously
been (errorneously) omitted.
2015-03-05 10:26:02 +00:00
Mike Croucher
2b8ef1041b Exception fixes for Python 3 compat 2015-02-26 13:43:55 +00:00
Mike Croucher
29da6ff065 Merge remote-tracking branch 'upstream/devel' into devel 2015-02-26 08:25:51 +00:00
Mike Croucher
2ca24a88f5 More relative import fixes for Python 3 compatibility 2015-02-26 07:14:40 +00:00
Mike Croucher
5e4afb765a Relative import fixes for Python 3 compatibility 2015-02-26 07:10:10 +00:00