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
core
models
multioutput
params
saver
training
__init__.py -rw-r--r-- 1.7 KB
_settings.py -rw-r--r-- 5.7 KB
_version.py -rw-r--r-- 597 bytes
actions.py -rw-r--r-- 11.9 KB
conditionals.py -rw-r--r-- 16.5 KB
decors.py -rw-r--r-- 7.2 KB
dispatch.py -rw-r--r-- 435 bytes
expectations.py -rw-r--r-- 39.1 KB
features.py -rw-r--r-- 5.7 KB
gpflowrc -rw-r--r-- 483 bytes
kernels.py -rw-r--r-- 27.5 KB
kullback_leiblers.py -rw-r--r-- 3.8 KB
likelihoods.py -rw-r--r-- 23.5 KB
logdensities.py -rw-r--r-- 3.3 KB
mean_functions.py -rw-r--r-- 5.4 KB
misc.py -rw-r--r-- 7.4 KB
priors.py -rw-r--r-- 4.5 KB
probability_distributions.py -rw-r--r-- 1.7 KB
quadrature.py -rw-r--r-- 7.6 KB
session_manager.py -rw-r--r-- 4.4 KB
test_util.py -rw-r--r-- 3.5 KB
transforms.py -rw-r--r-- 12.5 KB

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