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
__init__.py -rw-r--r-- 0 bytes
reference.py -rw-r--r-- 2.0 KB
test_actions.py -rw-r--r-- 1.8 KB
test_autoflow.py -rw-r--r-- 6.1 KB
test_conditionals.py -rw-r--r-- 6.0 KB
test_config.py -rw-r--r-- 5.5 KB
test_core.py -rw-r--r-- 1.2 KB
test_coregion.py -rw-r--r-- 7.3 KB
test_data_object.py -rw-r--r-- 6.1 KB
test_dataholders.py -rw-r--r-- 8.5 KB
test_expectations.py -rw-r--r-- 10.9 KB
test_features.py -rw-r--r-- 4.0 KB
test_gplvm.py -rw-r--r-- 3.7 KB
test_hmc.py -rw-r--r-- 7.0 KB
test_kerns.py -rw-r--r-- 18.5 KB
test_kldiv.py -rw-r--r-- 5.9 KB
test_likelihoods.py -rw-r--r-- 21.4 KB
test_logdensities.py -rw-r--r-- 2.2 KB
test_mean_functions.py -rw-r--r-- 16.4 KB
test_method_equivalence.py -rw-r--r-- 9.6 KB
test_methods.py -rw-r--r-- 10.7 KB
test_misc.py -rw-r--r-- 5.6 KB
test_model.py -rw-r--r-- 9.3 KB
test_monitor.py -rw-r--r-- 1.7 KB
test_multioutput.py -rw-r--r-- 20.1 KB
test_multioutput_features.py -rw-r--r-- 2.4 KB
test_notebooks.py -rw-r--r-- 2.9 KB
test_optimizers.py -rw-r--r-- 17.6 KB
test_param.py -rw-r--r-- 44.5 KB
test_predict.py -rw-r--r-- 6.0 KB
test_priors.py -rw-r--r-- 6.6 KB
test_profiling.py -rw-r--r-- 3.5 KB
test_quadrature.py -rw-r--r-- 2.4 KB
test_saver.py -rw-r--r-- 5.9 KB
test_scaled_euclid_dist.py -rw-r--r-- 1.9 KB
test_session.py -rw-r--r-- 3.5 KB
test_transforms.py -rw-r--r-- 11.1 KB
test_triang.py -rw-r--r-- 2.8 KB
test_uncertain_conditional.py -rw-r--r-- 9.5 KB
test_variational.py -rw-r--r-- 8.3 KB

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