Rename SVGP to SparseVariationalApproximation

[rossviljoen]

A true masterclass in find and replace

Closes #69

[rossviljoen]

Actually - should it be SparseVariationalApproximation or StochasticVariationalApproximation? I suppose it isn't technically necessarily stochastic, but I thought the S in SVGP was Stochastic anyway?

[willtebbutt]

Good point. Truth be told, I'm not totally sure what people usually go with. @st-- @theogf @Crown421 do you have strong opinions?

[Crown421]

Good point. Truth be told, I'm not totally sure what people usually go with. @st-- @theogf @Crown421 do you have strong opinions?

While the S in SVGP is "Stochastic", in the context of "Approximation" I would prefer "Sparse". "Stochastic Approximation" seems to have an existing connotation with root finding/ optimization.

[st--]

SparseVariationalApproximation please. As a side effect this allows you to get unbiased gradient estimates from mini-batches and hence stochastic optimisation, but that's not actually a requirement and the approximation doesn't depend on it being stochastic.

We could then also add a VariationalApproximation that makes it a bit easier/more convenient when you don't want to bother with inducing points.

(And I'm still very much looking forward to having an example of interdomain approximation:))

[st--]

Can you add a @deprecate SVGP SparseVariationalApproximation somewhere (and we might have to keep the export here)?

[st--]

Just a few minor comments - happy for you to merge directly after you've addressed them:)

[st--]

NB- still needs a patch bump if you want to release it straight away

[rossviljoen]

The only thing I was worried about was that VFE could also be described as SparseVariationalApproximation - although perhaps it should be a special case of SVGP anyway...

Even with the deprecation, this is still breaking right? so should be 0.2? @st--

[theogf]

No if we @deprecate SVGP it just means people will get a warning but it will still works, therefore it is non-breaking. However removing the @deprecate will make it breaking

[rossviljoen]

@deprecate SVGP SparseVariationalApproximation only provides an alias for the constructor, not the type (e.g. won't work if you're trying to dispatch on SVGP). So, have bumped the minor version, but keeping the @deprecate