https://github.com/GPflow/GPflow
Revision 1851e0d03aeb50009765fbc73ddb281dc12f70c9 authored by st-- on 27 June 2018, 11:19:26 UTC, committed by Mark van der Wilk on 27 June 2018, 11:19:26 UTC
* add @markvdw's stochastic likelihood, including the softmax

* initial MC likelihood

* remove MonteCarloLikelihood base class from tests

* fix test

* var of predict_mean_and_var and predict_density for MC likelihood

* factor out MC sampling

* add comment for variance bias

* add tests

* fixes

* use same integration as for GH quadrature in MonteCarloLikelihood.predict_mean_and_var()

* .

* increase rtol

* move to proper use of super()

* move MC integration to quadrature module, similar to ndiagquad

* seed to make test deterministic

* add Assert for shape of Y

* tidy up studentT likelihood

* fix for heteroskedastic likelihoods -- requires logp to always call the Y argument Y

* fix doc

* add assert and equivalence tests for SoftMax

* remove erroneously added file

* rename "probit" to inv_probit (which is what it actually is)

* add assert for num_classes to SoftMax

* fix whitespace

* Update RELEASE.md

* Update RELEASE.md
1 parent 1b0f4b0
History
Tip revision: 1851e0d03aeb50009765fbc73ddb281dc12f70c9 authored by st-- on 27 June 2018, 11:19:26 UTC
Monte-Carlo likelihoods (#799)
Tip revision: 1851e0d
File Mode Size
.github
doc
gpflow
tests
.coveragerc -rw-r--r-- 286 bytes
.coveralls.yml -rw-r--r-- 23 bytes
.gitignore -rw-r--r-- 811 bytes
.pylintrc -rw-r--r-- 14.6 KB
.travis.yml -rw-r--r-- 672 bytes
Dockerfile -rw-r--r-- 1.1 KB
LICENSE -rw-r--r-- 11.1 KB
MANIFEST.in -rw-r--r-- 166 bytes
README.md -rw-r--r-- 5.3 KB
RELEASE.md -rw-r--r-- 5.5 KB
codecov.yml -rw-r--r-- 268 bytes
contributing.md -rw-r--r-- 7.3 KB
docs_require.txt -rw-r--r-- 404 bytes
notebooks l--------- 21 bytes
roadmap.md -rw-r--r-- 506 bytes
run_tests.sh -rwxr-xr-x 896 bytes
setup.py -rw-r--r-- 2.3 KB

README.md

back to top