https://github.com/GPflow/GPflow
Revision deb4508578f7223fa1ad5e3b6458626c4b41ef09 authored by Eric Hammy on 17 October 2019, 14:46:42 UTC, committed by GitHub on 17 October 2019, 14:46:42 UTC
1. Fix hidden bug in SGPR
2. Add the  sgpr.compute_qu method from gpflow1

1. [Bug]. SGPR likelihoods were previously using full rank matrices instead of
diagonal ones in both upper bound and likelihood calculation. Ie `Kdiag`
was not "diag". 

This error was being masked by the intentional deactivation of tests
comparing to the SGPR to the GPR, and what appears to be a hack to make
tests working on the upper bound case.

2. [Migration]. Fixing the above broke another test, originally used for
 sgpr.compute_qu.  The method sgpr.compute_qu had not been migrated 
from gpflow1, and a test that was meant to check it had been patched up to pass,
erroneously.

After speaking to @markvdw, concluded this method is useful, in
particular to compare to SVGP model. The test has been patched up and
the method ported to gpflow2.
1 parent 3b2a2ee
Raw File
Tip revision: deb4508578f7223fa1ad5e3b6458626c4b41ef09 authored by Eric Hammy on 17 October 2019, 14:46:42 UTC
Fix hidden bug in SGPR (#1106)
Tip revision: deb4508
__init__.py
# Copyright 2016 alexggmatthews, James Hensman
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.

# flake8: noqa

from . import (conditionals, config, expectations, inducing_variables, kernels, likelihoods, logdensities, models,
               optimizers, probability_distributions, utilities)
from .base import Parameter, positive, triangular
from .config import default_float, default_jitter
from .versions import __version__

__all__ = [export for export in dir()]
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