https://github.com/GPflow/GPflow
Revision d9951946d64542268b85610593495e187343d42e authored by gustavocmv on 30 July 2020, 11:58:40 UTC, committed by GitHub on 30 July 2020, 11:58:40 UTC
* WIP: quadrature refactoring

* Removing old ndiagquad code

* deleted test code

* formatting and type-hint

* merge modules

* black formatting

* formatting

* solving failing tests

* fixing failing tests

* fixes

* adapting tests for new syntax, keeping numerical behavior

* black formatting

* remove printf

* changed code for compiled tf compatibility

* black

* restored to original version

* undoing changes

* renaming

* renaming

* renaming

* reshape kwargs

* quadrature along axis=-2, simplified broadcasting

* black

* docs

* docs

* helper function

* docstrings and typing

* added new and old quadrature equivalence tests

* black

* Removing comments

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

* Typo

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

* notation

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

* reshape_Z_dZ return docstring fix

* FIX: quad_old computed with the ndiagquad_old

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

* more readable implementation

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

* tf.ensure_shape added

* removed ndiagquad

* removed ndiagquad

* Revert "removed ndiagquad"

This reverts commit 7bb0e9f1e0f2b0e225a2b8a5b3092c4c2f24ba91.

* FIX: shape checking of dZ

* Revert "removed ndiagquad"

This reverts commit 8e235241a697696e361158c30ff9aa9b4cc69f8a.

Co-authored-by: Gustavo Carvalho <gustavo.carvalho@delfosim.com>
Co-authored-by: ST John <st@prowler.io>
Co-authored-by: Vincent Dutordoir <dutordoirv@gmail.com>
1 parent 65aea21
Raw File
Tip revision: d9951946d64542268b85610593495e187343d42e authored by gustavocmv on 30 July 2020, 11:58:40 UTC
Quadrature Refactoring (#1505)
Tip revision: d995194
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>
back to top