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
README.md
# GPflow

[![CircleCI](https://circleci.com/gh/GPflow/GPflow/tree/develop.svg?style=svg)](https://circleci.com/gh/GPflow/GPflow/tree/develop)
[![Coverage Status](http://codecov.io/github/GPflow/GPflow/coverage.svg?branch=master)](http://codecov.io/github/GPflow/GPflow?branch=master)
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[Website](https://gpflow.org) |
[Documentation](https://gpflow.readthedocs.io/en/master/) |
[Manual](https://nbviewer.jupyter.org/github/GPflow/GPflow/blob/develop/doc/source/notebooks/intro.ipynb?flush_cache=true) |
[Glossary](GLOSSARY.md) |
[Tips & Tricks](doc/source/notebooks/tips_and_tricks.ipynb)

GPflow is a package for building Gaussian process models in python, using [TensorFlow](http://www.tensorflow.org). It was originally created and is now managed by [James Hensman](http://jameshensman.github.io/) and [Alexander G. de G. Matthews](http://mlg.eng.cam.ac.uk/?portfolio=alex-matthews).
The full list of [contributors](http://github.com/GPflow/GPflow/graphs/contributors) (in alphabetical order) is Alexander G. de G. Matthews, Alexis Boukouvalas, [Artem Artemev](http://github.com/awav/), Daniel Marthaler, David J. Harris, Hugh Salimbeni, Ivo Couckuyt, James Hensman, Keisuke Fujii, Mark van der Wilk, Mikhail Beck, Pablo Leon-Villagra, Rasmus Bonnevie, ST John, Tom Nickson, Valentine Svensson, Vincent Dutordoir, Zoubin Ghahramani. GPflow is an open source project so if you feel you have some relevant skills and are interested in contributing then please do contact us.

## What does GPflow do?

GPflow implements modern Gaussian process inference for composable kernels and likelihoods. The [online documentation (develop)](http://gpflow.readthedocs.io/en/develop/)/[(master)](http://gpflow.readthedocs.io/en/master/) contains more details. The interface follows on from [GPy](http://github.com/sheffieldml/gpy), and the docs have further [discussion of the comparison](http://gpflow.readthedocs.io/en/develop/intro.html#what-s-the-difference-between-gpy-and-gpflow).

GPflow 2.0 uses [TensorFlow 2.0](http://www.tensorflow.org) for running computations, which allows fast execution on GPUs, and uses Python **3.6**.


## Install GPflow 2.0 alpha version

With the release of `tensorflow` 2.0 and `tensorflow-probability` 0.8, you should
only need to run

```bash
pip install -e .
```

in a check-out of the `develop-2.0` branch of the GPflow github repository.


## Getting Started

There is an "Intro to GPflow 2" Jupyter notebook in `doc/source/notebooks/intro_to_gpflow2.ipynb". Not all tutorial notebooks may be running on `gpflow2` already, but we are working on it!

## Getting help

Please use GitHub issues to start discussion on the use of GPflow. Tagging enquiries `discussion` helps us distinguish them from bugs.

## Contributing

All constructive input is gratefully received. For more information, see the [notes for contributors](contributing.md).

## Compatibility

GPflow heavily depends on TensorFlow and as far as TensorFlow supports forward compatibility, GPflow should as well. The version of GPflow can give you a hint about backward compatibility. If the major version has changed then you need to check the release notes to find out how the API has been changed.

Unfortunately, there is no such thing as backward compatibility for GPflow _models_, which means that a model implementation can change without changing interfaces. In other words, the TensorFlow graph can be different for the same models from different versions of GPflow.

## Projects using GPflow

A few projects building on GPflow and demonstrating its usage are listed below.

| Project | Description |
| --- | --- |
| [GPflowOpt](https://github.com/GPflow/GPflowOpt)       | Bayesian Optimization using GPflow. |
| [VFF](https://github.com/jameshensman/VFF)       | Variational Fourier Features for Gaussian Processes. |
| [Doubly-Stochastic-DGP](https://github.com/ICL-SML/Doubly-Stochastic-DGP)| Deep Gaussian Processes with Doubly Stochastic Variational Inference.|
| [BranchedGP](https://github.com/ManchesterBioinference/BranchedGP) | Gaussian processes with branching kernels.|
| [heterogp](https://github.com/Joshuaalbert/heterogp) | Heteroscedastic noise for sparse variational GP. |
| [widedeepnetworks](https://github.com/widedeepnetworks/widedeepnetworks) | Measuring the relationship between random wide deep neural networks and GPs.| 
| [orth_decoupled_var_gps](https://github.com/hughsalimbeni/orth_decoupled_var_gps) | Variationally sparse GPs with orthogonally decoupled bases| 


Let us know if you would like your project listed here.

## Citing GPflow

To cite GPflow, please reference the [JMLR paper](http://www.jmlr.org/papers/volume18/16-537/16-537.pdf). Sample Bibtex is given below:

```
@ARTICLE{GPflow2017,
   author = {Matthews, Alexander G. de G. and {van der Wilk}, Mark and Nickson, Tom and
	Fujii, Keisuke. and {Boukouvalas}, Alexis and {Le{\'o}n-Villagr{\'a}}, Pablo and
	Ghahramani, Zoubin and Hensman, James},
    title = "{{GP}flow: A {G}aussian process library using {T}ensor{F}low}",
  journal = {Journal of Machine Learning Research},
  year    = {2017},
  month = {apr},
  volume  = {18},
  number  = {40},
  pages   = {1-6},
  url     = {http://jmlr.org/papers/v18/16-537.html}
}
```
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