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Add HSGP Latent GP approximation #6458

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Merged
merged 40 commits into from
Mar 14, 2023
Merged

Add HSGP Latent GP approximation #6458

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e351925
add hsgp implementation
bwengals Jan 18, 2023
d244d61
docstring improvements
bwengals Jan 18, 2023
6bd08d6
fix precommit
bwengals Jan 18, 2023
dadcba1
add some type hints
bwengals Jan 24, 2023
dc838a6
rename psd to power_spectral_density, rename D to n_dims, address oth…
bwengals Jan 24, 2023
f652aab
Merge branch 'hsgp' of github.com:bwengals/pymc into hsgp
bwengals Jan 24, 2023
bda5831
add type hints, refactor to allow user to bypass GP api
bwengals Jan 25, 2023
a8d0fdc
fix tests up
bwengals Jan 26, 2023
8b88a59
fix cov psd tests
bwengals Jan 26, 2023
cebb6cf
add docstring, no need to use m_star, can use size to set beta size
bwengals Jan 26, 2023
8a84b19
fix mypy errors, missing drop_one clause in conditional, add conditio…
bwengals Jan 26, 2023
cfbfb17
add parameterization arg
bwengals Jan 27, 2023
0ad2c06
make mypy happy
bwengals Jan 27, 2023
1474708
dont need conditional_components, use pm.set_data
bwengals Jan 30, 2023
ab339d0
refactor internals to work with pm.set_data, add more docstrings and …
bwengals Feb 14, 2023
47b0cf7
precommit
bwengals Feb 14, 2023
14288b6
refactor to be usable by outside libraries, add tests
bwengals Mar 4, 2023
2a56db7
update copyright to 2023
bwengals Mar 5, 2023
1616e73
add error messages to cov psd tests
bwengals Mar 5, 2023
4460a53
Merge branch 'master' into hsgp
bwengals Mar 5, 2023
9afbe7c
only error if neither c or L are passed, both is OK. also fix precomm…
bwengals Mar 5, 2023
a12df20
fail to fix mypy errors
bwengals Mar 5, 2023
5218a25
clean up
bwengals Mar 5, 2023
133b783
Update pymc/gp/hsgp.py
bwengals Mar 6, 2023
cb6c01f
Update pymc/gp/hsgp.py
bwengals Mar 6, 2023
d0e8feb
fix mypy errors
bwengals Mar 6, 2023
1abedbb
as_tensor_variable
bwengals Mar 6, 2023
6a1de80
remove print
bwengals Mar 6, 2023
ed612c3
add test_hsgp.py to test runner
bwengals Mar 6, 2023
ac288b9
Apply suggestions from code review
bwengals Mar 11, 2023
33af5b3
allow c to be int or float
bwengals Mar 11, 2023
7db2868
Merge branch 'hsgp' of github.com:bwengals/pymc into hsgp
bwengals Mar 11, 2023
2abbed7
updates from review
bwengals Mar 11, 2023
f9bacac
added mypy ignores
bwengals Mar 12, 2023
da2f1f1
rename TensorVariable type to TensorLike
bwengals Mar 14, 2023
5a51214
remove _verify_scalar_, take ricardos suggestion for fixing Exponenti…
bwengals Mar 14, 2023
04d8c0d
add returns docstring for prior_linearized
bwengals Mar 14, 2023
4c78672
Merge branch 'master' into hsgp
bwengals Mar 14, 2023
626598c
fix precommit
bwengals Mar 14, 2023
ba7859f
at -> pt
bwengals Mar 14, 2023
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1 change: 1 addition & 0 deletions .github/workflows/tests.yml
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Original file line number Diff line number Diff line change
Expand Up @@ -76,6 +76,7 @@ jobs:
- |
tests/distributions/test_timeseries.py
tests/gp/test_cov.py
tests/gp/test_hsgp_approx.py
tests/gp/test_gp.py
tests/gp/test_mean.py
tests/gp/test_util.py
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1 change: 1 addition & 0 deletions docs/source/api/gp/implementations.rst
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Expand Up @@ -6,6 +6,7 @@ Implementations
.. autosummary::
:toctree: generated

HSGP
Latent
LatentKron
Marginal
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1 change: 1 addition & 0 deletions pymc/gp/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -22,3 +22,4 @@
MarginalKron,
MarginalSparse,
)
from pymc.gp.hsgp_approx import HSGP
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