https://github.com/GPflow/GPflow
Revision 1164235071397edf4dc0e227992d6fae4bb3a5ed authored by Eric Hammy on 11 February 2020, 14:27:49 UTC, committed by GitHub on 11 February 2020, 14:27:49 UTC
* Inconisistency on whether q_sqrt is triangular fixed.

Problem:
* KL divergence calculations only take lower triangle parts of q_sqrt in
their calculation (implying a lower triangular parameterisation of
covariance)
* Conditional calculations perform calculations using the whole of
q_sqrt.
* The end result is if you forgot to add the triangular transform
to the q_sqrt, your forward pass may be the same (if you initialise with
a triangular matrix), but your gradients will immediately stop q_sqrt
being triangular.

Fix:
* Conditional calulcations now only take the lower triangle parts of
q_sqrt in their calculation
1 parent 7275533
History
Tip revision: 1164235071397edf4dc0e227992d6fae4bb3a5ed authored by Eric Hammy on 11 February 2020, 14:27:49 UTC
Inconisistency on whether q_sqrt is triangular fixed. (#1223)
Tip revision: 1164235
File Mode Size
__init__.py -rw-r--r-- 154 bytes
reference.py -rw-r--r-- 2.0 KB
test_base.py -rw-r--r-- 2.1 KB
test_broadcasted_conditionals.py -rw-r--r-- 8.5 KB
test_conditionals.py -rw-r--r-- 5.5 KB
test_config.py -rw-r--r-- 4.0 KB
test_coregion.py -rw-r--r-- 7.4 KB
test_deepcopy.py -rw-r--r-- 1.3 KB
test_dynamic_shapes.py -rw-r--r-- 2.9 KB
test_expectations.py -rw-r--r-- 10.5 KB
test_features.py -rw-r--r-- 4.1 KB
test_gplvm.py -rw-r--r-- 4.3 KB
test_kernels.py -rw-r--r-- 19.4 KB
test_kldiv.py -rw-r--r-- 7.0 KB
test_likelihoods.py -rw-r--r-- 19.3 KB
test_logdensities.py -rw-r--r-- 4.0 KB
test_mcmc_helper.py -rw-r--r-- 6.3 KB
test_mean_functions.py -rw-r--r-- 11.2 KB
test_method_equivalence.py -rw-r--r-- 11.2 KB
test_methods.py -rw-r--r-- 10.8 KB
test_model.py -rw-r--r-- 1.5 KB
test_multioutput.py -rw-r--r-- 24.9 KB
test_multioutput_features.py -rw-r--r-- 2.2 KB
test_natural_gradient.py -rw-r--r-- 4.9 KB
test_notebooks.py -rw-r--r-- 2.8 KB
test_optimizers.py -rw-r--r-- 2.0 KB
test_predict.py -rw-r--r-- 6.9 KB
test_printing.py -rw-r--r-- 17.2 KB
test_prior.py -rw-r--r-- 4.6 KB
test_quadrature.py -rw-r--r-- 2.9 KB
test_scaled_euclid_dist.py -rw-r--r-- 1.9 KB
test_training.py -rw-r--r-- 4.1 KB
test_uncertain_conditional.py -rw-r--r-- 9.3 KB
test_utilities.py -rw-r--r-- 1.6 KB
test_variational.py -rw-r--r-- 8.1 KB

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