apunkt/GPy
1
0
Fork 0
mirror of https://github.com/SheffieldML/GPy.git synced 2026-05-06 18:42:39 +02:00
Code Issues Projects Releases Packages Wiki Activity Actions
4789 commits 38 branches 52 tags 68 MiB
Commit graph

994 commits

Author SHA1 Message Date
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
ff9a6f9c26 [kernel] combination kernel and hierarchical independent gradient updates 2016-04-01 09:45:39 +01:00
Max Zwiessele
88789611c2 [kernel] added structural tests for ind outputs kernel, but problem with gradients persist 2016-03-31 14:31:24 +01:00
Zhenwen Dai
44e164b8fb implement sensitivie of periodic kernel for plot_ARD 2016-03-29 15:09:19 +01:00
Zhenwen Dai
fd2fc557c6 implement the gradient_X for standard_periodic kernel 2016-03-29 14:47:41 +01:00
Zhenwen Dai
1b85b45a7e numerical stable implementation of rational qudratic 2016-03-17 14:06:56 +00:00
Alexander Grigorievskiy
25ba3d5ec8 KERN: sde_standard_periodic kernel change parameters names. 2016-03-15 18:58:38 +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
f8150f0e4d ENH: Copying sde kernels to the '/src' directory. 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
00e95f957d ENH: Added templates for state-space kernels. 
Those are childs of regular kernels with extra "sde" function.
 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
5b381af40d Added summation of kernels under the state space formalism. 2016-03-15 17:33:56 +02:00
Arno Solin
cf6e7b8643 Add the SDE for one kernel. 2016-03-15 17:33:56 +02:00
Zhenwen Dai
ba74e29aee merge with upstream 2016-03-10 18:17:35 +00:00
Max Zwiessele
2e7ad7b8d4 Merge pull request #324 from AlexGrig/std_periodic_kernel 
[kern] Standard periodic kernel. Changes parameter name from 'waveleng…
 2016-03-10 16:54:56 +00:00
Alexander Grigorievskiy
1c3ec5897c [kern] Standard periodic kernel. Changes paramter name from 'wavelenght' to 'period'. 
This seems to be more clear. Also some minor modifications in the same file.
 2016-03-10 16:33:17 +02:00
mzwiessele
30c6fc90ff [kernel] fix #218 and #325 2016-03-10 10:21:17 +00:00
mzwiessele
fede805526 [kern] added doc string 2016-03-08 14:59:53 +00:00
mzwiessele
c72d085e2b [white hetero] additional check for prediction 2016-03-07 15:31:20 +00:00
mzwiessele
90f29405ba [white hetero] additional check for prediction 2016-03-07 15:26:44 +00:00
Max Zwiessele
462e23ab2b Merge pull request #321 from SheffieldML/limit=3 
[chaching] changing all chacher limits to 3
 2016-03-07 13:32:54 +00:00
mzwiessele
b1e073318f [chaching] changing all chacher limits to 3 2016-03-07 11:37:22 +00:00
mzwiessele
42f170e6e2 [white] added heteroscedastic white kernel for specific number of samples 2016-03-07 10:30:31 +00:00
Max Zwiessele
346cb4693e [kern] inner transformation to types, start for the multitype pandas arrays 2016-03-04 11:34:04 +00:00
Max Zwiessele
c18d9dac84 [Poly] added bias and scale 2016-02-25 08:40:05 +00:00
Max Zwiessele
01a7f85c9e [Poly] added bias and scale 2016-02-25 08:39:21 +00:00
Zhenwen Dai
00e4ac152a merge GPy upstream 2016-02-23 13:52:45 +00:00
Zhenwen Dai
3917d9cdba fix gpu initialziation 2016-02-09 17:25:25 +00:00
Zhenwen Dai
a77a675549 fix gpu initialziation 2016-02-09 17:22:38 +00:00
Max Zwiessele
7b5422b694 [plotting&kern] bugfixes in plotting and kernel size 2016-01-22 11:26:29 +00:00
Max Zwiessele
d8b5a72ea8 [plotting] was failing on some 3 dimensional plots (latent) 2016-01-11 16:13:13 +00:00
cdguarnizo
82f888f89c Changed add_paraters to link_paramters 2016-01-05 15:15:09 -05:00
Zhenwen Dai
c0e6978054 merge with current GPy devel 2015-12-09 17:27:06 +00:00
Zhenwen Dai
4819b76d36 increase default quadrature points 2015-11-16 22:07:45 +00:00
Zhenwen Dai
4f1328980c enable rbf gpu to support psi2n 2015-11-15 23:11:00 +00:00
Max Zwiessele
850c10beaa [pickle] load errors bc of kernel changes, backwards compatibility issues fixed 2015-11-09 10:09:07 +00:00
Zhenwen Dai
ee5a562c67 fix the dL_dK symmetric issue for linear kernel and set dL_dK in the kernel test to be random. 2015-10-22 17:57:03 +01:00
Zhenwen Dai
e18de2b2c0 resolve the requirement of dL_dpsi2 to be symmetric 2015-10-22 17:09:22 +01:00
Max Zwiessele
29921e1c69 Revert "[pickling] _src -> src" 
This reverts commit 4cd16a86b4.
 2015-10-16 15:06:10 +01:00
Max Zwiessele
4cd16a86b4 [pickling] _src -> src 2015-10-16 14:56:32 +01:00
mzwiessele
568a38dfba [dir] structure preserved 2015-10-15 15:13:16 +01:00
mzwiessele
dce82847a7 [paramz] fully integrated all tests running 2015-10-15 14:59:57 +01:00
mzwiessele
5b57f75b62 [#198] checking input dim versus X dim and raising a warning if there is a missmatch 2015-10-13 08:25:13 +01:00
mzwiessele
12dba962f1 [kernel] plotting ard for prod and covariance plots added 2015-10-12 13:12:03 +01:00
Max Zwiessele
19adc4c573 Update __init__.py 2015-10-11 16:30:39 +01:00