https://github.com/GPflow/GPflow
Revision db383233eaf595a04b4eafc9872845e66ba54634 authored by Mark van der Wilk on 23 November 2016, 18:31:25 UTC, committed by James Hensman on 23 November 2016, 18:31:25 UTC
This squash-commit contains a large volume of work by @markvdw and @alexisboukouvalas. I'm keeping all of the commit history here for posterity. Interested viewers can see some discussion on github, under pull request #195. * Initial code for new kernel expectations. - RBF done. - Added another transformation in etransforms.py. * first step to merge gplvm and kernexp approaches * Added kernel expectations of linear, and eKxz for RBF. - NB: Linear still need to be tested better. - Todo: exKxz for linear. * Added multidimensional quadrature in `Kern` base class for kernel expectations. - Replaced monte carlo tests with more reliable quadrature tests. - Added exKxz for `Linear` kernel * testing new ekernels code, starting on active dimensions, further testing needed as well as modifying Bayesian GPLVM code * Linear and Polynomial kernels did not respect active_dims properly in Kdiag. - Added slice call to Linear.Kdiag - Fixed TestSlice to test more kernels. - Fxied TestSlice to have the correct inputdim. * Begin work on sum kernel, smoothing out active_dims for ekernels. * Fixed `input_dim` in `test_kerns.py`. Added assertion. * kernexp quadrature now works with `active_dims`. - exKzx which doesn't work now raises an error from TensorFlow. - Various other assertions. * Better deduction of `input_dim` for `kernels.Combination`. * Small fix of test. * Fixed issue of KzxKxz in Add kernel. Solution checks for diagonal q(X) and performs quadrature on the covariance of KzxKxz if not diagonal. * GPLVM now works with new kernel expectation code. - Added a new DiagMatrix transform. - Removed legacy code. - Modified GPLVM to accept full covariance matrices. * Fixing a small error in DiagMatrix transform. * Added warnings. * Removed etransforms code. BlockTriDiagonalTransform is now only used in tests. * Prevent `TridiagonalBlockRep` from being tested as a `Transform`. * improvements to DiagonalMatrix transform * improved testing of kernel slice * update test to use kernels * `ekernels.RBF` ARD bug fixed. * Increased test coverage. * Increased test coverage. * docstring for gplvm, removed unused variable in ekernels * testing composite kernels in gplvm * Added Prod to `ekernels.py`. * Fixed usage of `tf.gather_nd`, which does not have a gradient in `_slice_cov()`. * add GPLVM notebook, increase testing to include Prod kernels, add documentation stub, fix bibliography * improve GPLVM notebook with working example * Fixed bug that `X_var` in `BayesianGPLVM` gets slightly different values. * Quadrature can be switched off, plus the appropriate checks. * Kernel expectations now accept 2D variances. * Fix to test. * Reworked quadrature code in Add in anticipation of adding exact expectations for certain pairs of kernels. * Added Linear + Add cross terms for overlapping active_dims. * Initial try for extra test for `ekernels.Add` cross terms. * `_slice_cov` now again compatible with numpy arrays. * Requested code reviews.
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Tip revision: db383233eaf595a04b4eafc9872845e66ba54634 authored by Mark van der Wilk on 23 November 2016, 18:31:25 UTC
Kernel expectations (#195)
Kernel expectations (#195)
Tip revision: db38323
| File | Mode | Size |
|---|---|---|
| __init__.py | -rw-r--r-- | 0 bytes |
| gpflowrc_test.txt | -rw-r--r-- | 157 bytes |
| reference.py | -rw-r--r-- | 891 bytes |
| test_autoflow.py | -rw-r--r-- | 5.4 KB |
| test_conditionals.py | -rw-r--r-- | 6.4 KB |
| test_config.py | -rw-r--r-- | 2.9 KB |
| test_coregion.py | -rw-r--r-- | 6.3 KB |
| test_custom_op.py | -rw-r--r-- | 2.3 KB |
| test_data_object.py | -rw-r--r-- | 6.5 KB |
| test_ekerns.py | -rw-r--r-- | 18.8 KB |
| test_gplvm.py | -rw-r--r-- | 5.1 KB |
| test_hmc.py | -rw-r--r-- | 4.2 KB |
| test_kerns.py | -rw-r--r-- | 15.3 KB |
| test_likelihoods.py | -rw-r--r-- | 12.7 KB |
| test_mean_functions.py | -rw-r--r-- | 11.3 KB |
| test_method_equivalence.py | -rw-r--r-- | 4.2 KB |
| test_methods.py | -rw-r--r-- | 7.4 KB |
| test_model.py | -rw-r--r-- | 4.7 KB |
| test_param.py | -rw-r--r-- | 16.4 KB |
| test_pickle.py | -rw-r--r-- | 4.8 KB |
| test_predict.py | -rw-r--r-- | 6.3 KB |
| test_priors.py | -rw-r--r-- | 2.9 KB |
| test_transforms.py | -rw-r--r-- | 4.8 KB |
| test_variational.py | -rw-r--r-- | 8.5 KB |
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