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
- HEAD
- refs/heads/0.5.0
- refs/heads/alan/hackathon_docs
- refs/heads/avullo-willcowley/working-bee-ef1
- refs/heads/awav/check-det
- refs/heads/awav/develop-2.0/hmc-helper
- refs/heads/awav/develop-2.0/update-parameter-docstring
- refs/heads/awav/different-stuff
- refs/heads/awav/gpflow-2.0-squared_distances
- refs/heads/awav/inference
- refs/heads/awav/kernel-structure
- refs/heads/awav/natural-gradients
- refs/heads/awav/release-pip-package
- refs/heads/awav/release-testing-branch
- refs/heads/awav/tensor-functor
- refs/heads/awav/tfp
- refs/heads/awav_documentation
- refs/heads/blockkernel
- refs/heads/cone
- refs/heads/deep
- refs/heads/deep_arccos_kernel
- refs/heads/develop
- refs/heads/develop-1.0
- refs/heads/eps_conditionals
- refs/heads/fast-grad
- refs/heads/felix/pathologies_experiment
- refs/heads/fergus/anisotropy
- refs/heads/fergus/linear
- refs/heads/fxsm/new_svgp
- refs/heads/gplvm
- refs/heads/gplvm-fullcov
- refs/heads/gustavocmv/heterocedastic-gaussian-likelihood
- refs/heads/gustavocmv/multiclass-likelihood-quadrature-test
- refs/heads/gustavocmv/ndiagghquadrature-property-setter
- refs/heads/gustavocmv/varying-noise-notebook-comment
- refs/heads/hugh/broadcasting_matched_multi_sample
- refs/heads/hughsalimbeni-broadcasting-conditional
- refs/heads/icouckuy-derivatives
- refs/heads/james-vincent/sgpr
- refs/heads/joelb/type-hint-config
- refs/heads/john-bradshaw/binary-class-GP
- refs/heads/john-bradshaw/derivative-observations
- refs/heads/john-bradshaw/linear-features-for-kernels
- refs/heads/john-bradshaw/linear-features-for-kernels-gpflow1.0
- refs/heads/john/1733
- refs/heads/john/linear
- refs/heads/mark/jitter
- refs/heads/master
- refs/heads/master-1.0
- refs/heads/master_profile_mnist
- refs/heads/merging-masters
- refs/heads/mnist
- refs/heads/mnist_datatypes
- refs/heads/multiclass_slicing
- refs/heads/multioutput
- refs/heads/nbtest
- refs/heads/nested_models_recompilation
- refs/heads/nicolas/sinc_kernel
- refs/heads/parallel_tests
- refs/heads/profiling_mods
- refs/heads/profiling_mods_paper
- refs/heads/pypi
- refs/heads/requirements_fix
- refs/heads/revert-1511-master
- refs/heads/robustmax_epsilon_learnable
- refs/heads/sergio_pasc/gpflow-2.0/adapt-sgpmc-and-gpmc
- refs/heads/sergio_pasc/gpflow-2.0/adapt-sgpr
- refs/heads/sergio_pasc/gpflow-2.0/move-gplvm-tests
- refs/heads/sergio_pasc/gpflow-2.0/move-multioutput-features-tests
- refs/heads/sergio_pasc/gpflow-2.0/move-quadrature-tests
- refs/heads/sergio_pasc/gpflow-2.0/move-tests-methods
- refs/heads/sergio_pasc/gpflow-2.0/ordinal_regression
- refs/heads/sergio_pasc/gpflow-2.0/parameter_transform
- refs/heads/sergio_pasc/gpflow-2.0/remove_training_loop
- refs/heads/spascual/add-mailmap-file
- refs/heads/st---metaautoflow
- refs/heads/st/clean_up_broadcasting_conditionals
- refs/heads/st/fix_active_dims_2
- refs/heads/st/fix_config_module_docstring
- refs/heads/st/fix_test_method_equivalence
- refs/heads/st/fxsm
- refs/heads/st/fxsm_closure
- refs/heads/st/new_svgp
- refs/heads/st/posterior
- refs/heads/st/posterior_with_linear_operators
- refs/heads/st/quickfix/dispatch_docs
- refs/heads/st/quickfix/posterior
- refs/heads/st/quickfix_num_latent
- refs/heads/st/rename_slow_multioutput
- refs/heads/st/reorder_covariances
- refs/heads/st/rescue_754
- refs/heads/st/snowflake_kernel
- refs/heads/st/test_cleanup
- refs/heads/st/test_for_shape_check
- refs/heads/st/triangular
- refs/heads/st_FITCvsVFE_2.0
- refs/heads/stef/fxsm
- refs/heads/tf2.0-compatible
- refs/heads/transform_on_sided
- refs/heads/v1.5.1-docs
- refs/heads/va/additive_models
- refs/heads/va/gpf/conditional_kernel
- refs/heads/va/gpf/seeger_lik
- refs/heads/va/h
- refs/heads/vdutor/multiple-output-gps
- refs/heads/vincent/add-shared-mixed-mok
- refs/heads/vincent/cholesky-to-kl
- refs/heads/vincent/hotfix/preslicing-lmc
- refs/heads/vincent/hotfix/save-keras-model
- refs/heads/vincent/introspect-conditional
- refs/heads/vincent/more-predict-functions
- refs/heads/vincent/nbviewer
- refs/heads/vincent/quickfix/dynamic-shapes-quadrature
- refs/heads/vincent/shared-mixed-mok
- refs/heads/vincent/st/heteroscedastic
- refs/heads/vincent/st/multi-output-likelihoods
- refs/heads/vincent/update-readme
- refs/heads/whitening
- refs/tags/0.2.1
- refs/tags/0.3.1
- refs/tags/0.3.2
- refs/tags/0.3.3
- refs/tags/0.3.4
- refs/tags/0.3.5
- refs/tags/0.4.0
- refs/tags/0.5.0
- refs/tags/1.0.0
- refs/tags/1.1.0
- refs/tags/1.1.1
- refs/tags/2.0.0-rc1
- refs/tags/v1.4.1
- refs/tags/v1.5.0
- refs/tags/v1.5.1
- refs/tags/v2.0.0
- refs/tags/v2.0.1
- refs/tags/v2.0.2
- refs/tags/v2.0.3
- refs/tags/v2.0.4
- refs/tags/v2.0.5
- refs/tags/v2.1.0
- refs/tags/v2.1.1
- refs/tags/v2.1.2
- refs/tags/v2.1.3
- refs/tags/v2.1.4
- refs/tags/v2.1.5
- refs/tags/v2.2.0
- refs/tags/v2.2.1
- refs/tags/v2.3.0
- 8d0128c406b215d48fa7cb2c412af50735ad97a3
Raw File 
Cook and download a directory from the Software Heritage Vault
You have requested the cooking of the directory with identifier None into a standard tar.gz archive.
Are you sure you want to continue ?
Download a directory from the Software Heritage Vault
You have requested the download of the directory with identifier None as a standard tar.gz archive.
Are you sure you want to continue ?
Cook and download a revision from the Software Heritage Vault
You have requested the cooking of the history heading to revision with identifier swh:1:rev:8d0128c406b215d48fa7cb2c412af50735ad97a3 into a bare git archive.
Are you sure you want to continue ?
Download a revision from the Software Heritage Vault
You have requested the download of the history heading to revision with identifier swh:1:rev:8d0128c406b215d48fa7cb2c412af50735ad97a3 as a bare git archive.
Are you sure you want to continue ?
Invalid Email !
The provided email is not well-formed.
Download link has expired
The requested archive is no longer available for download from the Software Heritage Vault.
Do you want to cook it again ?
Take a new snapshot of a software origin
If the archived software origin currently browsed is not synchronized with its upstream version (for instance when new commits have been issued), you can explicitly request Software Heritage to take a new snapshot of it.
Use the form below to proceed. Once a request has been submitted and accepted, it will be processed as soon as possible. You can then check its processing state by visiting this dedicated page. Processing "take a new snapshot" request ...
Permalinks
To reference or cite the objects present in the Software Heritage archive, permalinks based on SoftWare Hash IDentifiers (SWHIDs) must be used.
Select below a type of object currently browsed in order to display its associated SWHID and permalink.
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
VERSION
2.0.0-rc1 The diff you're trying to view is too large. Only the first 1000 changed files have been loaded.
Computing file changes ...
