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
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Tip revision: 1851e0d03aeb50009765fbc73ddb281dc12f70c9 authored by st-- on 27 June 2018, 11:19:26 UTC
Monte-Carlo likelihoods (#799)
Tip revision: 1851e0d
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