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
Tip revision: deb4508578f7223fa1ad5e3b6458626c4b41ef09 authored by Eric Hammy on 17 October 2019, 14:46:42 UTC
Fix hidden bug in SGPR (#1106)
Fix hidden bug in SGPR (#1106)
Tip revision: deb4508
__init__.py
import warnings
import numpy as np
import tensorflow as tf
import gpflow
warnings.filterwarnings('ignore')
gpflow.config.set_default_float(np.float64)
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