https://github.com/GPflow/GPflow
Revision b4e6298c295c6ca90f04ecd69cceeccf450b59ea authored by st-- on 27 April 2021, 16:17:09 UTC, committed by GitHub on 27 April 2021, 16:17:09 UTC
GPflow had already been optimised for speed in the training loop. This PR addresses the speed of predictions and resolves (partially) #1599. We achieve this by introducing new Posterior objects that can cache the results of a "precompute" stage (everything that's independent of test points) and thereby significantly speeds up repeated predictions.

Co-authored-by: ST John <st--@users.noreply.github.com>
Co-authored-by: stefanos <stefanosele@users.no-reply.github.com>
Co-authored-by: John Mcleod <43960404+johnamcleod@users.noreply.github.com>
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Tip revision: b4e6298c295c6ca90f04ecd69cceeccf450b59ea authored by st-- on 27 April 2021, 16:17:09 UTC
Posterior object for fast predictions (#1636)
Tip revision: b4e6298
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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