Commit Graph

60 Commits

Author SHA1 Message Date
Olivier Grisel 4ae03d1bab Merge pull request #5701 from ziky90/gp-comparison-fixes
[MRG + 1] Fix 5663: string comparison on arrays in new Gaussian process
2016-02-03 16:34:11 +01:00
Andreas Mueller 2653833a07 DOC some fixes to the doc build. 2015-11-03 12:23:23 -05:00
Zikes, Jan b9fdeb056d shortened if condition based on glouppe's suggestion 2015-11-03 15:35:10 +01:00
Zikes, Jan 149aade763 Fixed string comparison on arrays in new Gaussian process described in issue #5663 2015-11-03 14:50:17 +01:00
Raghav R V 8878088b19 FIX inspect.argspect is deprecated; use signature 2015-10-24 10:27:26 +02:00
Jan Hendrik Metzen edc4a651c6 ADD Mixins for normalized and stationary kernels 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen c3a41a310f FIX String comparison via equality and not identity in Hyperparameter.__init__ 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen e2a340a4ee REF More meaningful names for hyperparameters of GP kernels 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen 2dd1f285b9 PEP8 Making pep8 and pyflakes happy 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen f76e64c9c7 FIX Fix failing tests (doctest, order of hyperparameters, pairwise_kernels) 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen 1813322d0a DOC Documenting GP kernel API 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen c85177ef51 DEL Removing bounds.setter in kernels.py 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen eb54b496d2 REF Removing theta_vars attribute from kernels and using Hyperparameter instances instead 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen 4c40f64753 FIX theta_vars correctly supported in KernelOperators 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen d344fa6588 ENH Full support of (deep) get_params() and set_params() in GP kernels 2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen d0eb99be76 ENH More efficient computation of K_gradient for anisotropic Matern kernel 2015-10-19 18:07:13 +02:00
Jan Hendrik Metzen c6db24e56f REF Several small changes based on @eickenberg's suggestions 2015-10-19 18:07:13 +02:00
Jan Hendrik Metzen 9b86186ceb COS Removing keyword magic from PairwiseKernel 2015-10-19 18:07:13 +02:00
Jan Hendrik Metzen adc7451201 PEP8 Fixing PEP8 issues in gaussian_process package 2015-10-19 18:07:13 +02:00
Jan Hendrik Metzen c8f23f401b FIX Using six.string_types instead of basestring (python3 compatibility) 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen bf0e290a38 ADD CompoundKernel for multi-class GP classification 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen 37a6348e30 FIX RBF and Matern kernel handle 1d length 1 length-scales correctly 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen 9443f948c6 FIX Checking for correct dimensionality of anisotropic kernels 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen daa90c22d3 ENH Adding Matern kernel for Gaussian Processes 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen 8af909b96e FIX Correcly composing theta vector in GP kernels 2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen 4db5142bb8 REFACTOR GP kernel hyperparameters theta and their bounds are log-tranformed
This representation of the search space  is more amenable for 
hyperparameter search, as hyperparameters like
length-scales naturally live on a log-scale.
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen 698ecf5a01 DOC Backported documentation to kernels module 2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen d0a5ff89f2 FIX GP kernels check for type equality before checking attribute equality 2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen c961392424 REFACTOR Changed order of l and alpha in RationalQuadratic kernel 2015-10-19 18:07:10 +02:00
Jan Hendrik Metzen ebf3f05994 REFACTOR Removed literal form of specifying bounds for ConstantKernel 2015-10-19 18:07:10 +02:00
Jan Hendrik Metzen caa4196c3a DOC Revised docstrings of kernels.py 2015-10-19 18:07:10 +02:00
Jan Hendrik Metzen 31ef64571e FIX Dealing with anisotropic length-scales correctly 2015-10-19 18:07:10 +02:00
Jan Hendrik Metzen e3413b70f7 FIX Kernel property theta can deal with anisotropic RBF kernel 2015-10-19 18:07:10 +02:00
Jan Hendrik Metzen 79d2194331 REFACTOR Kernel hyperparamters are now set via their name
The property theta, its gradient and bounds are used solely for optimization but not during kernel specification.
2015-10-19 18:07:10 +02:00
Jan Hendrik Metzen 1c70e52dd6 ENH Adding diag(X) method to GP kernels.
Using this method rather than np.diag(kernel(X)) or np.apply_along_axis
reduces memory-consumption and speeds up computation considerably
2015-10-19 18:04:56 +02:00
Jan Hendrik Metzen 0a23d9e604 REFACTOR Compute standard deviation of predictive distribution at n points in O(n) 2015-10-19 18:04:56 +02:00
Jan Hendrik Metzen e3423b989a FIX Minor bugfixes and downward-compatibility/python3 issue 2015-10-19 18:04:56 +02:00
Jan Hendrik Metzen 91b5739a43 FIX Using numpy-downward compatible ones_lile() instead of full_like() 2015-10-19 18:04:56 +02:00
Jan Hendrik Metzen a3abc09456 ENH Added Exponentiation kernel (DotProduct no longer has internal degree) 2015-10-19 18:04:56 +02:00
Jan Hendrik Metzen 2feb6e02cf REFACTOR Replacing all calls to deepcopy() by clone() 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen 8699a4c03f ENH Kernel implements equality check and get_params() method 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen 403b5f1412 REFACTOR REnamed kernel property params to theta 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen 9f6e48f6cc REFACTOR GP kernels use separate specification of bounds and params (no joint param_space) 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen c259905021 ENH Adding method is_stationary to GP kernels 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen cb7c4243e8 MISC Reorganizing kernel module 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen a13f76508f DOC Extended documentation of GP kernels module 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen 209b202fba ENH Analytic gradients for ExpSine2, RationalQuadratic, DotProduct kernels 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen d8405c2403 REFACTOR Hyperparameter optimization in GPs enabled explicitly by optimizer parameter 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen eb44a42b17 ENH Adding DotProduct kernel and fixing ExpSine2 kernel 2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen 6b3df1b164 ENH Adding RationalQuadratic and ExpSineSquared kernels 2015-10-19 18:04:55 +02:00