https://github.com/GPflow/GPflow
Revision 6baeb43b1d68518e6ba0074e702d014f0fe85865 authored by jch5f on 15 June 2018, 10:31:27 UTC, committed by James Hensman on 15 June 2018, 10:31:27 UTC
* Add scaling to studentT conditional variance

The conditional variance of the Student’s T distributions is
proportional to the square of the scale of the distribution.  See
https://en.wikipedia.org/wiki/Student%27s_t-distribution#In_terms_of_sca
ling_parameter_σ,_or_σ2.
I’ve incorporated the correct scaling factor.

* explicit scale dtype and tensor broadcasting

Added an explicit data type for the Student’s T scale parameter, and
made the broadcasting in the conditional_variance method explicit.
1 parent 916458e
History
Tip revision: 6baeb43b1d68518e6ba0074e702d014f0fe85865 authored by jch5f on 15 June 2018, 10:31:27 UTC
Likelihood/students t variance scaling (#777)
Tip revision: 6baeb43
File Mode Size
core
models
params
saver
training
__init__.py -rw-r--r-- 1.6 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-- 9.6 KB
decors.py -rw-r--r-- 7.2 KB
expectations.py -rw-r--r-- 39.3 KB
features.py -rw-r--r-- 6.6 KB
gpflowrc -rw-r--r-- 525 bytes
kernels.py -rw-r--r-- 27.5 KB
kullback_leiblers.py -rw-r--r-- 3.8 KB
likelihoods.py -rw-r--r-- 20.1 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-- 6.0 KB
session_manager.py -rw-r--r-- 4.3 KB
test_util.py -rw-r--r-- 3.0 KB
transforms.py -rw-r--r-- 12.5 KB

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