https://github.com/GPflow/GPflow
Revision 1e936e01df1c3ba7645cf8a6327262ee3e7b46cf authored by Mark van der Wilk on 30 March 2020, 12:08:03 UTC, committed by GitHub on 30 March 2020, 12:08:03 UTC
We had a report of numerical problems when the tolerance was 1e-40. So in GPflow 1 it got changed to 1e-36, but this wasn't ported to GPflow 2, hence why we're fixing it now.
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Tip revision: 1e936e01df1c3ba7645cf8a6327262ee3e7b46cf authored by Mark van der Wilk on 30 March 2020, 12:08:03 UTC
Increased tolerance for sqrt in kernels K_r2. (#1388)
Tip revision: 1e936e0
GLOSSARY.md
## Glossary

GPflow does not always follow standard Python naming conventions,
and instead tries to apply the notation in the relevant GP papers.\
The following is the convention we aim to use in the code.

---

<dl>
  <dt>GPR</dt>
  <dd>Gaussian process regression</dd>

  <dt>SVGP</dt>
  <dd>stochastic variational inference for Gaussian process models</dd>

  <dt>Shape constructions [..., A, B]</dt>
  <dd>the way of describing tensor shapes in docstrings and comments. Example: <i>[..., N, D, D]</i>, this is a tensor with an arbitrary number of leading dimensions indicated using the ellipsis sign, and the last two dimensions are equal</dd>

  <dt>X</dt>
  <dd>(and variations like Xnew) refers to input points; always of rank 2, e.g. shape <i>[N, D]</i>, even when <i>D=1</i></dd>

  <dt>Y</dt>
  <dd>(and variations like Ynew) refers to observed output values, potentially with multiple output dimensions; always of rank 2, e.g. shape <i>[N, P]</i>, even when <i>P=1</i></dd>

  <dt>Z</dt>
  <dd>refers to inducing points</dd>

  <dt>M</dt>
  <dd>stands for the number of inducing features (e.g. length of Z)</dd>

  <dt>N</dt>
  <dd>stands for the number of data or minibatch size in docstrings and shape constructions</dd>

  <dt>P</dt>
  <dd>stands for the number of output dimensions in docstrings and shape constructions</dd>

  <dt>D</dt>
  <dd>stands for the number of input dimensions in docstrings and shape constructions</dd>
</dl>
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