https://github.com/GPflow/GPflow
Revision 5d6336f1d9d62fd4a3fc144d36a65c3c9d344890 authored by Artem Artemev on 27 October 2019, 16:41:50 UTC, committed by Artem Artemev on 27 October 2019, 16:46:49 UTC
This PR updates the understanding/upper_bound.ipynb to work in gpflow2.

It fixes the upper_bound code in gpflow/models/sgpr.py and restores the original (tighter) test tolerance that had both been changed by commit 45efebc

The plots don't quite match up to what was in the GPflow1 version (nor does the tight bound in the 1-inducing-point example at the end), but otherwise this seems to work.
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Tip revision: 5d6336f1d9d62fd4a3fc144d36a65c3c9d344890 authored by Artem Artemev on 27 October 2019, 16:41:50 UTC
GPflow 2.0 notebook update: SGPR upper bound (#1116)
Tip revision: 5d6336f
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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