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SparseVariationalApproximation cleanup (#86)
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unify Centered and NonCentered predictions
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st-- authored Jan 7, 2022
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4 changes: 3 additions & 1 deletion Project.toml
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@@ -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"
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4 changes: 2 additions & 2 deletions docs/Manifest.toml
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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"
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20 changes: 10 additions & 10 deletions examples/a-regression/Manifest.toml
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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"]
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20 changes: 10 additions & 10 deletions examples/b-classification/Manifest.toml
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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"]
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20 changes: 10 additions & 10 deletions examples/c-comparisons/Manifest.toml
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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"]
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19 changes: 6 additions & 13 deletions src/ApproximateGPs.jl
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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
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@st-- st-- commented on fee8c3d Jan 7, 2022

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Registration pull request created: JuliaRegistries/General/51920

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.2.4 -m "<description of version>" fee8c3dceddd46c30f2be280b81798e7b8335087
git push origin v0.2.4

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