Jan Hendrik Metzen
cea3f29e0f
TST test_lml_precomputed() checks only for equality in first 7 digits
2015-10-19 18:07:15 +02:00
Jan Hendrik Metzen
3957fc3b34
ENH GPR.log_marginal_likelihood() returns the current log-likelihood if no theta vector is provided
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
98e8093c93
FIX Further python3 related fixes
2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen
55d26aa9a6
FIX Fixing test_kernel_theta
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
eb54b496d2
REF Removing theta_vars attribute from kernels and using Hyperparameter instances instead
2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen
3f1a0f1a5a
TST Adding two unittests for testing GP kernels
...
test_kernel_versus_pairwise() checks that GP kernels can also be used as pairwise kernels.
test_set_get_params() checks that set_params()/get_params() is consistent with kernel.theta.
2015-10-19 18:07:14 +02:00
Jan Hendrik Metzen
65555b300b
REF Renaming sigma_squared_n to alpha (consistency with Ridge)
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
a6d564b4bb
TST Testing n_jobs option of GaussianProcessClassifier
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
768c81fd1b
TST Further GP-related fixes
2015-10-19 18:07:13 +02:00
Jan Hendrik Metzen
1f7deb7f6a
TST Extending testing of multi-class GP
2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen
9929b37270
FIX Excluding WhiteKernel from one unit-test
2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen
0fa050c72c
TST Testing GPC for multi-class classification problems
2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen
588cabfc46
TST Added test checking that GPR can deal with different outputs for same input
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
2839f66933
REFACTOR normalize_y in GPR does not modify standard-deviation
2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen
78caa0b5d0
TST Testing GPC with custom external optimizer
2015-10-19 18:07:12 +02:00
Jan Hendrik Metzen
bcd4b72897
REFACTOR Remove theta_ attribute from GPR and GPC
...
It can be accessed instead via kernel_.theta
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen
15309a4227
TST Adapting GP tests to changed hyperparameter representation
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen
017a7fbe13
TST Testing GPR with custom external optimizer
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen
e813a73e3d
TST Testing multi-out GPR
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen
d7784969b4
TST Testing normalization of output values in GPR
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen
d88670c7b8
TST An increasing number of random-starts of GPC only increases the LML of the chosen theta.
2015-10-19 18:07:11 +02:00
Jan Hendrik Metzen
95d6577427
TST An increasing number of random-starts of GPR only increases the LML of the chosen theta.
2015-10-19 18:07:10 +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
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
4571a7f648
TST Adapted tests to changes in kernels and added additional test for theta property
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
ff92bc9bd3
FIX Adapted examples and tests to GPC.predict_proba() adapted return shape
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
141eb0b27c
REFACTOR Rename GPR method sample to sample_y
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
0210de4225
TST test_kernels tests Exponentiation kernel
2015-10-19 18:04:56 +02:00
Jan Hendrik Metzen
752b6b86a9
TST Replace call to deepcopy() by clone()
2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen
73b32e3a73
TST Tests for cloning kernels with sklearn.base's clone function
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
d0bc5dc35c
FIX GPs do not modify kernel attribute but store optimized kernels in kernel_
2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen
555bb11554
FIX test_converged_to_local_maximum deals with convergence to boundary
2015-10-19 18:04:55 +02:00
Jan Hendrik Metzen
3ad82d8947
TST Testing kernel stationarity
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
4d3eb9611a
TST Cover more kernels in tests
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
e165fed1cc
REFACTOR GaussianProcessClassification/Regression -> ...Classifier/Regressor
2015-10-19 18:04:55 +02:00