Commit Graph

72 Commits

Author SHA1 Message Date
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