Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

SparseVariationalApproximation cleanup #86

Merged
merged 20 commits into from
Jan 7, 2022
Merged

SparseVariationalApproximation cleanup #86

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
20 commits
Select commit Hold shift + click to select a range
c55ef11
prior KL
st-- Dec 22, 2021
fa516c3
unify Centered and NonCentered predictions
st-- Dec 22, 2021
4cc3dfa
Apply suggestions from code review
st-- Dec 22, 2021
96ee796
bugfix
st-- Dec 23, 2021
a186e7a
Merge branch 'st/sva_cleanup' of github.com:JuliaGaussianProcesses/Ap…
st-- Dec 23, 2021
43ce052
fix rename
st-- Dec 23, 2021
8b49e75
testsets
st-- Dec 23, 2021
cf0cece
Apply suggestions from code review
st-- Dec 23, 2021
90704a0
bugfix
st-- Dec 24, 2021
4fb5ea3
Merge branch 'st/sva_cleanup' of github.com:JuliaGaussianProcesses/Ap…
st-- Dec 24, 2021
d075138
tomls
st-- Dec 24, 2021
a05edf5
Merge branch 'master' of github.com:JuliaGaussianProcesses/Approximat…
st-- Jan 4, 2022
a4acb03
bugfix
st-- Jan 4, 2022
9250eb5
update comments
st-- Jan 5, 2022
a6b67fa
patch bump
st-- Jan 5, 2022
34a3b7a
consistent naming
st-- Jan 7, 2022
df308a3
minor cleanup
st-- Jan 7, 2022
55ece79
clean up imports
st-- Jan 7, 2022
69fc92f
clean up imports
st-- Jan 7, 2022
b6d9026
formatting
st-- Jan 7, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 3 additions & 1 deletion Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
name = "ApproximateGPs"
uuid = "298c2ebc-0411-48ad-af38-99e88101b606"
authors = ["JuliaGaussianProcesses Team"]
version = "0.2.3"
version = "0.2.4"

[deps]
AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
Expand All @@ -13,6 +13,7 @@ ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
GPLikelihoods = "6031954c-0455-49d7-b3b9-3e1c99afaf40"
KLDivergences = "3c9cd921-3d3f-41e2-830c-e020174918cc"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
PDMats = "90014a1f-27ba-587c-ab20-58faa44d9150"
Reexport = "189a3867-3050-52da-a836-e630ba90ab69"
SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Expand All @@ -27,6 +28,7 @@ FillArrays = "0.12"
ForwardDiff = "0.10"
GPLikelihoods = "0.1, 0.2"
KLDivergences = "0.2.1"
PDMats = "0.11"
Reexport = "1"
SpecialFunctions = "1, 2"
StatsBase = "0.33"
Expand Down
4 changes: 2 additions & 2 deletions docs/Manifest.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -12,10 +12,10 @@ uuid = "99985d1d-32ba-4be9-9821-2ec096f28918"
version = "0.5.3"

[[ApproximateGPs]]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "PDMats", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
path = ".."
uuid = "298c2ebc-0411-48ad-af38-99e88101b606"
version = "0.2.1"
version = "0.2.3"

[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
Expand Down
20 changes: 10 additions & 10 deletions examples/a-regression/Manifest.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -24,10 +24,10 @@ uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
version = "3.3.1"

[[ApproximateGPs]]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "PDMats", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
path = "../.."
uuid = "298c2ebc-0411-48ad-af38-99e88101b606"
version = "0.2.0"
version = "0.2.3"

[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
Expand Down Expand Up @@ -69,9 +69,9 @@ version = "3.5.0"

[[Cairo_jll]]
deps = ["Artifacts", "Bzip2_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "JLLWrappers", "LZO_jll", "Libdl", "Pixman_jll", "Pkg", "Xorg_libXext_jll", "Xorg_libXrender_jll", "Zlib_jll", "libpng_jll"]
git-tree-sha1 = "f2202b55d816427cd385a9a4f3ffb226bee80f99"
git-tree-sha1 = "4b859a208b2397a7a623a03449e4636bdb17bcf2"
uuid = "83423d85-b0ee-5818-9007-b63ccbeb887a"
version = "1.16.1+0"
version = "1.16.1+1"

[[ChainRules]]
deps = ["ChainRulesCore", "Compat", "LinearAlgebra", "Random", "RealDot", "Statistics"]
Expand Down Expand Up @@ -336,9 +336,9 @@ version = "0.21.0+0"

[[Glib_jll]]
deps = ["Artifacts", "Gettext_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Libiconv_jll", "Libmount_jll", "PCRE_jll", "Pkg", "Zlib_jll"]
git-tree-sha1 = "7bf67e9a481712b3dbe9cb3dac852dc4b1162e02"
git-tree-sha1 = "a32d672ac2c967f3deb8a81d828afc739c838a06"
uuid = "7746bdde-850d-59dc-9ae8-88ece973131d"
version = "2.68.3+0"
version = "2.68.3+2"

[[Graphite2_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
Expand All @@ -359,9 +359,9 @@ version = "0.9.16"

[[HarfBuzz_jll]]
deps = ["Artifacts", "Cairo_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "Graphite2_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Pkg"]
git-tree-sha1 = "8a954fed8ac097d5be04921d595f741115c1b2ad"
git-tree-sha1 = "129acf094d168394e80ee1dc4bc06ec835e510a3"
uuid = "2e76f6c2-a576-52d4-95c1-20adfe4de566"
version = "2.8.1+0"
version = "2.8.1+1"

[[IOCapture]]
deps = ["Logging", "Random"]
Expand Down Expand Up @@ -507,9 +507,9 @@ uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"

[[Libffi_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "761a393aeccd6aa92ec3515e428c26bf99575b3b"
git-tree-sha1 = "0b4a5d71f3e5200a7dff793393e09dfc2d874290"
uuid = "e9f186c6-92d2-5b65-8a66-fee21dc1b490"
version = "3.2.2+0"
version = "3.2.2+1"

[[Libgcrypt_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Libgpg_error_jll", "Pkg"]
Expand Down
20 changes: 10 additions & 10 deletions examples/b-classification/Manifest.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -19,10 +19,10 @@ uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
version = "3.3.1"

[[ApproximateGPs]]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "PDMats", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
path = "../.."
uuid = "298c2ebc-0411-48ad-af38-99e88101b606"
version = "0.2.0"
version = "0.2.3"

[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
Expand All @@ -47,9 +47,9 @@ version = "1.0.8+0"

[[Cairo_jll]]
deps = ["Artifacts", "Bzip2_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "JLLWrappers", "LZO_jll", "Libdl", "Pixman_jll", "Pkg", "Xorg_libXext_jll", "Xorg_libXrender_jll", "Zlib_jll", "libpng_jll"]
git-tree-sha1 = "f2202b55d816427cd385a9a4f3ffb226bee80f99"
git-tree-sha1 = "4b859a208b2397a7a623a03449e4636bdb17bcf2"
uuid = "83423d85-b0ee-5818-9007-b63ccbeb887a"
version = "1.16.1+0"
version = "1.16.1+1"

[[ChainRules]]
deps = ["ChainRulesCore", "Compat", "LinearAlgebra", "Random", "RealDot", "Statistics"]
Expand Down Expand Up @@ -291,9 +291,9 @@ version = "0.21.0+0"

[[Glib_jll]]
deps = ["Artifacts", "Gettext_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Libiconv_jll", "Libmount_jll", "PCRE_jll", "Pkg", "Zlib_jll"]
git-tree-sha1 = "7bf67e9a481712b3dbe9cb3dac852dc4b1162e02"
git-tree-sha1 = "a32d672ac2c967f3deb8a81d828afc739c838a06"
uuid = "7746bdde-850d-59dc-9ae8-88ece973131d"
version = "2.68.3+0"
version = "2.68.3+2"

[[Graphite2_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
Expand All @@ -314,9 +314,9 @@ version = "0.9.16"

[[HarfBuzz_jll]]
deps = ["Artifacts", "Cairo_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "Graphite2_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Pkg"]
git-tree-sha1 = "8a954fed8ac097d5be04921d595f741115c1b2ad"
git-tree-sha1 = "129acf094d168394e80ee1dc4bc06ec835e510a3"
uuid = "2e76f6c2-a576-52d4-95c1-20adfe4de566"
version = "2.8.1+0"
version = "2.8.1+1"

[[IOCapture]]
deps = ["Logging", "Random"]
Expand Down Expand Up @@ -440,9 +440,9 @@ uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"

[[Libffi_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "761a393aeccd6aa92ec3515e428c26bf99575b3b"
git-tree-sha1 = "0b4a5d71f3e5200a7dff793393e09dfc2d874290"
uuid = "e9f186c6-92d2-5b65-8a66-fee21dc1b490"
version = "3.2.2+0"
version = "3.2.2+1"

[[Libgcrypt_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Libgpg_error_jll", "Pkg"]
Expand Down
20 changes: 10 additions & 10 deletions examples/c-comparisons/Manifest.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -19,10 +19,10 @@ uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
version = "3.3.1"

[[ApproximateGPs]]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
deps = ["AbstractGPs", "ChainRulesCore", "Distributions", "FastGaussQuadrature", "FillArrays", "ForwardDiff", "GPLikelihoods", "KLDivergences", "LinearAlgebra", "PDMats", "Reexport", "SpecialFunctions", "Statistics", "StatsBase"]
path = "../.."
uuid = "298c2ebc-0411-48ad-af38-99e88101b606"
version = "0.2.0"
version = "0.2.3"

[[ArgTools]]
uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
Expand All @@ -47,9 +47,9 @@ version = "1.0.8+0"

[[Cairo_jll]]
deps = ["Artifacts", "Bzip2_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "JLLWrappers", "LZO_jll", "Libdl", "Pixman_jll", "Pkg", "Xorg_libXext_jll", "Xorg_libXrender_jll", "Zlib_jll", "libpng_jll"]
git-tree-sha1 = "f2202b55d816427cd385a9a4f3ffb226bee80f99"
git-tree-sha1 = "4b859a208b2397a7a623a03449e4636bdb17bcf2"
uuid = "83423d85-b0ee-5818-9007-b63ccbeb887a"
version = "1.16.1+0"
version = "1.16.1+1"

[[ChainRules]]
deps = ["ChainRulesCore", "Compat", "LinearAlgebra", "Random", "RealDot", "Statistics"]
Expand Down Expand Up @@ -291,9 +291,9 @@ version = "0.21.0+0"

[[Glib_jll]]
deps = ["Artifacts", "Gettext_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Libiconv_jll", "Libmount_jll", "PCRE_jll", "Pkg", "Zlib_jll"]
git-tree-sha1 = "7bf67e9a481712b3dbe9cb3dac852dc4b1162e02"
git-tree-sha1 = "a32d672ac2c967f3deb8a81d828afc739c838a06"
uuid = "7746bdde-850d-59dc-9ae8-88ece973131d"
version = "2.68.3+0"
version = "2.68.3+2"

[[Graphite2_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
Expand All @@ -314,9 +314,9 @@ version = "0.9.16"

[[HarfBuzz_jll]]
deps = ["Artifacts", "Cairo_jll", "Fontconfig_jll", "FreeType2_jll", "Glib_jll", "Graphite2_jll", "JLLWrappers", "Libdl", "Libffi_jll", "Pkg"]
git-tree-sha1 = "8a954fed8ac097d5be04921d595f741115c1b2ad"
git-tree-sha1 = "129acf094d168394e80ee1dc4bc06ec835e510a3"
uuid = "2e76f6c2-a576-52d4-95c1-20adfe4de566"
version = "2.8.1+0"
version = "2.8.1+1"

[[IOCapture]]
deps = ["Logging", "Random"]
Expand Down Expand Up @@ -440,9 +440,9 @@ uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"

[[Libffi_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
git-tree-sha1 = "761a393aeccd6aa92ec3515e428c26bf99575b3b"
git-tree-sha1 = "0b4a5d71f3e5200a7dff793393e09dfc2d874290"
uuid = "e9f186c6-92d2-5b65-8a66-fee21dc1b490"
version = "3.2.2+0"
version = "3.2.2+1"

[[Libgcrypt_jll]]
deps = ["Artifacts", "JLLWrappers", "Libdl", "Libgpg_error_jll", "Pkg"]
Expand Down
19 changes: 6 additions & 13 deletions src/ApproximateGPs.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -12,23 +12,16 @@ using SpecialFunctions
using ChainRulesCore
using FillArrays
using KLDivergences
using PDMats: chol_lower

using AbstractGPs:
AbstractGP,
FiniteGP,
LatentFiniteGP,
ApproxPosteriorGP,
At_A,
diag_At_A,
Xt_A_X,
Xt_A_Y,
diag_Xt_A_X

export SparseVariationalApproximation, Centered, NonCentered
export DefaultQuadrature, Analytic, GaussHermite, MonteCarlo
using AbstractGPs: AbstractGP, FiniteGP, LatentFiniteGP, ApproxPosteriorGP, At_A, diag_At_A

include("utils.jl")

export DefaultQuadrature, Analytic, GaussHermite, MonteCarlo
include("expected_loglik.jl")

export SparseVariationalApproximation, Centered, NonCentered
include("sparse_variational.jl")

using ForwardDiff
Expand Down
Loading