v0.8.2

AugmentedGaussianProcesses v0.8.2

Diff since v0.8.1

Merged pull requests:

• CompatHelper: bump compat for "MCMCChains" to "4.0" (#49) (@github-actions[bot])
• CompatHelper: bump compat for "Zygote" to "0.5" (#50) (@github-actions[bot])
• Fix different issues with GP regression (#51) (@theogf)

v0.8.1

AugmentedGaussianProcesses v0.8.1

Diff since v0.8.0

Closed issues:

• Problem with variational student t processes (#42)

Merged pull requests:

• Refactoring and completeness of the tests (#40) (@theogf)
• Fixed issues with VStP (#43) (@theogf)
• CompatHelper: bump compat for "Clustering" to "0.14" (#44) (@github-actions[bot])
• CompatHelper: bump compat for "KernelFunctions" to "0.4" (#45) (@github-actions[bot])
• CompatHelper: bump compat for "PDMats" to "0.10" (#46) (@github-actions[bot])
• CompatHelper: bump compat for "Distances" to "0.9" (#47) (@github-actions[bot])

v0.8.0

AugmentedGaussianProcesses v0.8.0

Diff since v0.7.1

Closed issues:

• StackOverflow in Examples Script (#20)

Merged pull requests:

• CompatHelper: bump compat for "StatsBase" to "0.33" (#38) (@github-actions[bot])

v0.7.1

AugmentedGaussianProcesses v0.7.1

Diff since v0.7.0

Closed issues:

• Fix the inverse laplace transform sampler algorithm (#36)

Merged pull requests:

• CompatHelper: bump compat for "Distributions" to "0.23" (#37) (@github-actions[bot])

v0.7.0

AugmentedGaussianProcesses v0.7.0

Diff since v0.6.0

Closed issues:

• Work on kernel module (#8)
• Improve coverage (#15)
• Duplicate compat entry (#33)

Merged pull requests:

• Install TagBot as a GitHub Action (#22) (@JuliaTagBot)
• CompatHelper: bump compat for "MCMCChains" to "2.0" (#23) (@github-actions[bot])
• CompatHelper: add new compat entry for "Distances" at version "0.8" (#24) (@github-actions[bot])
• CompatHelper: bump compat for "StatsFuns" to "0.9" (#25) (@github-actions[bot])
• CompatHelper: bump compat for "Distributions" to "0.22" (#26) (@github-actions[bot])
• CompatHelper: add new compat entry for "Zygote" at version "0.4" (#27) (@github-actions[bot])
• CompatHelper: add new compat entry for "SimpleTraits" at version "0.9" (#28) (@github-actions[bot])
• CompatHelper: add new compat entry for "Reexport" at version "0.2" (#29) (@github-actions[bot])
• CompatHelper: add new compat entry for "KernelFunctions" at version "0.2" (#30) (@github-actions[bot])
• CompatHelper: add new compat entry for "DataStructures" at version "0.17" (#31) (@github-actions[bot])
• CompatHelper: bump compat for "MCMCChains" to "3.0" (#32) (@github-actions[bot])

v0.6.0 Large Refactoring and Multi-Output

Large refactoring of the package:

• Variational and kernel parameters are contained into _VGP and _SVGP.
• The package now relies on KernelFunctions.jl allowing to use automatic differentation, also the derivatives are not adapted for it yet (WIP).
• AffineMean has been added to have a parametric mean prior (trainable as well)
• MOSVGP a multi-output model has been added to make a linear combination of inducing points see work of Pablo Moreno-Munoz
• More likelihoods have been added (Matern, NegativeBinomial)
• MCGP a sampling based Gaussian Process, for now only Gibbs Sampling is available but it is planned to use HMC via AdvancedHMC.jl
• Custom likelihoods will be available by simply giving the pdf function (WIP)
• NumericalVI is temporarily not working this will be fixed soon

v0.6.0 (2019-11-19)

Diff since v0.5.1

Merged pull requests:

• Added Negative Binomial Likelihood and Fixed Poisson (#19) (theogf)

v0.5.1

Bug fixes and preparations for new general methods

• Improved predictions using quadrature
• Draft for Student-T Processes (beta)
• Gibbs Sampling for Laplace likelihood (and Bayesian SVM soon)
• Adapted tests

v0.5.1 (2019-09-02)

Diff since v0.5.0

v0.5.0

v0.5.0 (2019-08-01)

• Added variational inference via quadrature
• Corrected a lot of bugs
• Unified the code structure

Diff since v0.4.3

Closed issues:

• Add all possible likelihoods (#6)

Heteroscedastic likelihood and accessible optimization

This release includes

• Nicer training output via ProgressMeter.jl
• More easily modifiable optimizer for the hyperparameters and inducing point locations : keywords optimizer and Zoptimizer
• Heteroscedastic likelihood in beta version
• More detailed documentation

v0.4.3 (2019-07-01)

Diff since v0.4.2

Merged pull requests:

• Correct comparison.md (#17) (thomaspinder)

Custom mean prior and Poisson Likelihood

Corrected Laplace ELBO
Added Poisson Likelihood for events datasets
Custom mean priors : ZeroMean, ConstantMean, EmpiricalMean (see docs)