https://github.com/GPflow/GPflow
Revision 6fda0e9c514696c3a09d6548bf7b7d8f1903aee4 authored by st-- on 04 June 2020, 14:24:52 UTC, committed by GitHub on 04 June 2020, 14:24:52 UTC
As discussed in #878, GPflow's NaturalGradient optimizer does not implement the diagonal covariance parametrization (`q_diag=True`). This PR clarifies this in the documentation and adds extra shape checks.
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Tip revision: 6fda0e9c514696c3a09d6548bf7b7d8f1903aee4 authored by st-- on 04 June 2020, 14:24:52 UTC
improve NaturalGradient optimizer documentation and add shape checks (#1489)
Tip revision: 6fda0e9
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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