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27 November 2021, 02:00:58 UTC
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 
Fix hidden bug in SGPR (#1106)
 
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
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Tip revision: deb4508578f7223fa1ad5e3b6458626c4b41ef09 authored by Eric Hammy on 17 October 2019, 14:46:42 UTC
Fix hidden bug in SGPR (#1106)
Tip revision: deb4508
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