https://github.com/GPflow/GPflow
Revision ad6e03114fa6903585c31da1528a47f4dcb2049d authored by Vincent Dutordoir on 15 September 2020, 15:37:25 UTC, committed by GitHub on 15 September 2020, 15:37:25 UTC
* HeteroskedasticLikelihood base class draft

* fixup

* cleanup

* cleanup heteroskedastic

* multioutput likelihood WIP

* Notebook exemplifying HeteroskedasticTFPDistribution usage (#1462)

* fixes

* typo fix; reshaping fix

* notebook showing how to use HeteroskedasticTFPDistribution likelihood

* converting to .pct.py format

* removed .ipynb

* better descriptions

* black auto-formatting

Co-authored-by: Gustavo Carvalho <gustavo.carvalho@delfosim.com>

* note and bugfix

* add comment

* Adding heteroskedastic tests (#1508)

These tests ensure that heteroskedastic likelihood with a constant variance, will give the same results as a Gaussian likelihood with the same variance.

* testing

* added QuadratureLikelihood to base, refactored ScalarLikelihood to use it

* fix

* using the first dimension to hold the quadrature summation

* adapting ndiagquad wrapper

* merged with gustavocmv/quadrature-change-shape

* removed unecessary tf.init_scope

* removed print and tf.print

* removed print and tf.print

* Type annotations

Co-authored-by: Vincent Dutordoir <dutordoirv@gmail.com>

* Work

* Fix test

* Remove multioutput from PR

* Fix notebook

* Add student t test

* More tests

* Copyright

* Removed NDiagGHQuadratureLikelihood class in favor of non-abstract QuadratureLikelihood

* _set_latent_and_observation_dimension_eagerly

* n_gh ---> num_gauss_hermite_points

* removed NDiagGHQuadratureLikelihood from test

* black

* bugfix

* removing NDiagGHQuadratureLikelihood from test

* fixed bad commenting

* black

* refactoring scalar likelihood

* adding dtype casts to quadrature

* black

* small merging fixes

* DONE: swap n_gh for num_gauss_hermite_points

* black

Co-authored-by: ST John <st@prowler.io>
Co-authored-by: gustavocmv <47801305+gustavocmv@users.noreply.github.com>
Co-authored-by: Gustavo Carvalho <gustavo.carvalho@delfosim.com>
Co-authored-by: st-- <st--@users.noreply.github.com>
Co-authored-by: joshuacoales-pio <47976939+joshuacoales-pio@users.noreply.github.com>
1 parent 799b659
History
Tip revision: ad6e03114fa6903585c31da1528a47f4dcb2049d authored by Vincent Dutordoir on 15 September 2020, 15:37:25 UTC
Multi Latent Likelihoods using new quadrature Likelihoods (#1559)
Tip revision: ad6e031
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.coveralls.yml -rw-r--r-- 23 bytes
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CONTRIBUTING.md -rw-r--r-- 6.8 KB
GLOSSARY.md -rw-r--r-- 1.4 KB
LICENSE -rw-r--r-- 11.1 KB
MANIFEST.in -rw-r--r-- 182 bytes
Makefile -rw-r--r-- 1.2 KB
README.md -rw-r--r-- 10.1 KB
RELEASE.md -rw-r--r-- 131 bytes
VERSION -rw-r--r-- 6 bytes
codecov.yml -rw-r--r-- 274 bytes
mypy.ini -rw-r--r-- 730 bytes
notebooks l--------- 21 bytes
setup.py -rw-r--r-- 2.3 KB
tests_requirements.txt -rw-r--r-- 308 bytes

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