https://github.com/GPflow/GPflow
Revision 8d0128c406b215d48fa7cb2c412af50735ad97a3 authored by ilia-kats on 26 March 2020, 21:02:24 UTC, committed by GitHub on 26 March 2020, 21:02:24 UTC
The previous version operating on Euclidean distance was returning indefinite covariance matrices on multivariate data. This version, derived from eq. 4.7 of Wilson (2014), is always positive semidefinite. Closes #1328. This PR also changes the definition of the cosine kernel slightly, from sigma * cos(|x - x'| / l) to sigma * cos(2 * pi * (x - x') / l). This makes the lengthscale parameter directly interpretable as period length. It introduces new IsotropicStationary and AnisotropicStationary base classes.
1 parent c442e87
Tip revision: 8d0128c406b215d48fa7cb2c412af50735ad97a3 authored by ilia-kats on 26 March 2020, 21:02:24 UTC
fix Cosine kernel for multivariate inputs (#1357)
fix Cosine kernel for multivariate inputs (#1357)
Tip revision: 8d0128c
Makefile
.PHONY: help clean dev-install install package format test
help:
@echo "The following make targets are available:"
@echo " dev-install install all dependencies for dev environment and sets a egg link to the project sources"
@echo " install install all dependencies and the project in the current environment"
@echo " package build pip package"
@echo " test run all tests in parallel"
@echo " clean removes package, build files and egg info"
clean:
rm -rf dist *.egg-info build
dev-install:
pip install -e .
install:
pip install .
package:
python setup.py bdist
format:
black -t py36 -l 100 gpflow tests doc setup.py
test:
pytest -v --durations=10 tests/
Computing file changes ...
