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
__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-- 5.4 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-- 7.9 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-- 6.8 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-- 16.8 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_notebooks.py -rw-r--r-- 2.5 KB
test_optimizers.py -rw-r--r-- 16.7 KB
test_param.py -rw-r--r-- 44.5 KB
test_predict.py -rw-r--r-- 5.9 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-- 9.6 KB
test_variational.py -rw-r--r-- 8.2 KB

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