Revision 48270681afc13081094f7f398a1e194c6b07ba9b authored by vdutor on 03 January 2018, 17:44:53 UTC, committed by Mark van der Wilk on 03 January 2018, 17:44:53 UTC
* Outline of new expectations code.

* Quadrature code now uses TensorFlow shape inference.

* General expectations work.

* Expectations RBF kern, not tested

* Add Identity mean function

* General unittests for Expectations

* Add multipledispatch package to travis

* Update tests_expectations

* Expectations of mean functions

* Mean function uncertain conditional

* Uncertain conditional with mean_function. Tested.

* Support for Add and Prod kernels and quadrature fallback decorator

* Refactor expectations unittests

* Psi stats Linear kernel

* Split expectations in different files

* Expectation Linear kernel and Linear mean function

* Remove None's from expectations api

* Removed old ekernels framework

* Add multipledispatch to setup file

* Work on PR feedback, not finished

* Addressed PR feedback

* Support for pairwise xKxz

* Enable expectations unittests

* Renamed `TimeseriesGaussian` to `MarkovGaussian` and added tests.

* Rename some variable, plus note for later test of <x Kxz>_q.

* Update conditionals.py

Add comment

* Change order of inputs to (feat, kern)

* Stef/expectations (#601)

* adding gaussmarkov quad

* don't override the markvogaussian in the quadrature

* can't test

* adding external test

* quadrature code done and works for MarkovGauss

* MarkovGaussian with quad implemented. All tests pass

* Shape comments.

* Removed superfluous autoflow functions for kernel expectations

* Update kernels.py

* Update quadrature.py
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model_options.rst

========================
The six core models of GPflow
========================

The following table summarizes the six core model options in GPflow.

+----------------------+--------------------------+----------------------------+-----------------------------+
|                      | Gaussian                 | Non-Gaussian (variational) | Non-Gaussian                |
|                      | Likelihood               |                            | (MCMC)                      |
+======================+==========================+============================+=============================+
| Full covariance      | :class:`gpflow.models.GPR`  | :class:`gpflow.models.VGP`    | :class:`gpflow.models.GPMC`   |
+----------------------+--------------------------+----------------------------+-----------------------------+
| Sparse approximation | :class:`gpflow.models.SGPR`| :class:`gpflow.models.SVGP`  | :class:`gpflow.models.SGPMC` |
+----------------------+--------------------------+----------------------------+-----------------------------+

The GPLVM which adds latent variables is also included (`notebook <notebooks/GPLVM.html>`_).

GP Regression
-------------

.. automodule:: gpflow.models
.. autoclass:: gpflow.models.GPR

Sparse GP Regression
--------------------

See also the documentation of the `derivation  <notebooks/SGPR_notes.html>`_.

.. automodule:: gpflow.models
.. autoclass:: gpflow.models.SGPR

Variational Gaussian Approximation
----------------------------------

See also the documentation of the `derivation  <notebooks/VGP_notes.html>`_.

.. automodule:: gpflow.models
.. autoclass:: gpflow.models.VGP

Sparse Variational Gaussian Approximation
-----------------------------------------

.. automodule:: gpflow.models
.. autoclass:: gpflow.models.SVGP

Markov Chain Monte Carlo
------------------------

.. automodule:: gpflow.models
.. autoclass:: gpflow.models.GPMC

Sparse Markov Chain Monte Carlo
-------------------------------

.. automodule:: gpflow.models
.. autoclass:: gpflow.models.SGPMC
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