Merge branch 'develop' into faster_predict_y

.circleci/config.yml

@@ -4,24 +4,36 @@ parameters:
   min_py_ver:
     type: string
     default: "3.7"
-  max_py_ver:
+  prod_py_ver:
     type: string
     default: "3.10"
+  max_py_ver:
+    type: string
+    default: "3.11"
   min_tf_ver:
     type: string
     default: "2.4.0"
+  prod_tf_ver:
+    type: string
+    default: "2.8.4"
   max_tf_ver:
     type: string
-    default: "2.10.0"
+    default: "2.12.0"
   min_tfp_ver:
     type: string
     default: "0.12.0"
+  prod_tfp_ver:
+    type: string
+    default: "0.16.0"
   max_tfp_ver:
     type: string
-    default: "0.18.0"
+    default: "0.20.0"
   min_venv_dir:
     type: string
     default: min_venv
+  prod_venv_dir:
+    type: string
+    default: prod_venv
   max_venv_dir:
     type: string
     default: max_venv
@@ -274,7 +286,7 @@ jobs:
             mkdir docs_tmp
             python doc/build_docs.py --shard collect <<pipeline.git.branch>> docs_tmp
       - add_ssh_keys:
-          fingerprints:  # Add key to give write-access below 
+          fingerprints:  # Add key to give write-access below
             - "19:0a:d4:e6:43:fa:a4:d3:31:a6:0d:5b:43:05:db:63"
       - run:
           name: Commit documentation
@@ -441,6 +453,15 @@ workflows:
           filters:
             tags:
               only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
+      - install_gpflow:
+          name: install_gpflow_prod
+          py_ver: <<pipeline.parameters.prod_py_ver>>
+          tf_ver: <<pipeline.parameters.prod_tf_ver>>
+          tfp_ver: <<pipeline.parameters.prod_tfp_ver>>
+          venv_dir: <<pipeline.parameters.prod_venv_dir>>
+          filters:
+            tags:
+              only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
       - install_gpflow:
           name: install_gpflow_max
           py_ver: <<pipeline.parameters.max_py_ver>>
@@ -459,6 +480,15 @@ workflows:
           filters:
             tags:
               only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
+      - verify-install:
+          name: verify-install-prod
+          py_ver: <<pipeline.parameters.prod_py_ver>>
+          venv_dir: <<pipeline.parameters.prod_venv_dir>>
+          requires:
+            - install_gpflow_prod
+          filters:
+            tags:
+              only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
       - verify-install:
           name: verify-install-max
           py_ver: <<pipeline.parameters.max_py_ver>>
@@ -477,6 +507,15 @@ workflows:
           filters:
             tags:
               only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
+      - type-check:
+          name: type-check-prod
+          py_ver: <<pipeline.parameters.prod_py_ver>>
+          venv_dir: <<pipeline.parameters.prod_venv_dir>>
+          requires:
+            - install_gpflow_prod
+          filters:
+            tags:
+              only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
       - type-check:
           name: type-check-max
           py_ver: <<pipeline.parameters.max_py_ver>>
@@ -495,6 +534,15 @@ workflows:
           filters:
             tags:
               only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
+      - format-check:
+          name: format-check-prod
+          py_ver: <<pipeline.parameters.prod_py_ver>>
+          venv_dir: <<pipeline.parameters.prod_venv_dir>>
+          requires:
+            - install_gpflow_prod
+          filters:
+            tags:
+              only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
       - format-check:
           name: format-check-max
           py_ver: <<pipeline.parameters.max_py_ver>>
@@ -514,10 +562,13 @@ workflows:
           name: fast-tests
           requires:
             - verify-install-min
+            - verify-install-prod
             - verify-install-max
             - type-check-min
+            - type-check-prod
             - type-check-max
             - format-check-min
+            - format-check-prod
             - format-check-max
             - docs-test
           filters:
@@ -533,6 +584,16 @@ workflows:
           filters:
             tags:
               only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
+      - unit-test:
+          name: unit-test-prod
+          py_ver: <<pipeline.parameters.prod_py_ver>>
+          venv_dir: <<pipeline.parameters.prod_venv_dir>>
+          requires:
+            - install_gpflow_prod
+            - fast-tests
+          filters:
+            tags:
+              only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
       - unit-test:
           name: unit-test-max
           py_ver: <<pipeline.parameters.max_py_ver>>
@@ -553,6 +614,16 @@ workflows:
           filters:
             tags:
               only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
+      - notebook-test:
+          name: notebook-test-prod
+          py_ver: <<pipeline.parameters.prod_py_ver>>
+          venv_dir: <<pipeline.parameters.prod_venv_dir>>
+          requires:
+            - install_gpflow_prod
+            - fast-tests
+          filters:
+            tags:
+              only: /^v[0-9]+(\.[0-9]+)*(-rc[0-9]+)?/
       - notebook-test:
           name: notebook-test-max
           py_ver: <<pipeline.parameters.max_py_ver>>
@@ -568,8 +639,10 @@ workflows:
           requires:
             - fast-tests
             - unit-test-min
+            - unit-test-prod
             - unit-test-max
             - notebook-test-min
+            - notebook-test-prod
             - notebook-test-max
           filters:
             tags:

.gitignore

@@ -77,3 +77,6 @@ target/
 
 # TensorFlow logs
 events.out.tfevents.*
+
+# pyenv
+.python-version

.pylintrc

@@ -514,4 +514,4 @@ known-third-party=enchant
 
 # Exceptions that will emit a warning when being caught. Defaults to
 # "Exception"
-overgeneral-exceptions=Exception
+overgeneral-exceptions=builtins.Exception

CONTRIBUTORS.md

@@ -87,5 +87,7 @@ Because GitHub's [graph of contributors](http://github.com/GPflow/GPflow/graphs/
 [@ChrisMorter](https://github.com/ChrisMorter)
 [@sethaxen](https://github.com/sethaxen)
 [@khurram-ghani](https://github.com/khurram-ghani)
+[@partev](https://github.com/partev)
+[@uri-granta](https://github.com/uri-granta)
 
 Add yourself when you first contribute to GPflow's code, tests, or documentation!

RELEASE.md

@@ -33,7 +33,7 @@ This release contains contributions from:
 <INSERT>, <NAME>, <HERE>, <USING>, <GITHUB>, <HANDLE>
 
 
-# Release 2.8.0 (next release)
+# Release 2.10.0 (next release)
 
 <INSERT SMALL BLURB ABOUT RELEASE FOCUS AREA AND POTENTIAL TOOLCHAIN CHANGES>
 
@@ -50,11 +50,14 @@ This release contains contributions from:
 
 ## Major Features and Improvements
 
-* Major rework of documentation landing page and "getting started" section.
+* <INSERT MAJOR FEATURE HERE, USING MARKDOWN SYNTAX>
+* <IF RELEASE CONTAINS MULTIPLE FEATURES FROM SAME AREA, GROUP THEM TOGETHER>
 
 ## Bug Fixes and Other Changes
 
-* Fixed bug related to `tf.saved_model` and methods wrapped in `@check_shapes`.
+* <SIMILAR TO ABOVE SECTION, BUT FOR OTHER IMPORTANT CHANGES / BUG FIXES>
+* <IF A CHANGE CLOSES A GITHUB ISSUE, IT SHOULD BE DOCUMENTED HERE>
+* <NOTES SHOULD BE GROUPED PER AREA>
 
 ## Thanks to our Contributors
 
@@ -63,6 +66,70 @@ This release contains contributions from:
 <INSERT>, <NAME>, <HERE>, <USING>, <GITHUB>, <HANDLE>
 
 
+# Release 2.9.0
+
+This release adds caching of compiled graphs inside the Scipy optimizer, and adds support
+for returning loss history. It also adds supports for Python 3.11.
+
+## Major Features and Improvements
+
+* Support returning loss history with Scipy optimizer. 
+* Scipy minimize wrapper caches compiled graphs and re-uses them if called with the same arguments.
+  This functionality can be disabled by setting the new `compile_cache_size` argument to 0.
+
+## Bug Fixes and Other Changes
+
+* Support and test with Python 3.11
+* Test against a 'production' environment (in addition to 'min' and 'max' environments).
+
+## Thanks to our Contributors
+
+This release contains contributions from:
+
+khurram-ghani, jesnie, uri-granta
+
+
+# Release 2.8.1
+
+A small fix to ensure support for (and testing with) TensorFlow 2.12.
+
+## Bug Fixes and Other Changes
+
+* Support and test with TensorFlow 2.12
+
+## Thanks to our Contributors
+
+This release contains contributions from:
+
+uri-granta
+
+
+# Release 2.8.0
+
+The main focus of this release is to provide users control over arguments for `tf.function`
+compilation inside the Scipy minimize wrapper. It also adds support for a new categorical kernel.
+
+## Major Features and Improvements
+
+* Added a new categorical kernel that implements categorical variables by mapping them to values in
+  a latent space. (#2055)
+* Added support for passing `tf.function` arguments for compilation in `gpflow.optimizers.Scipy`.
+  (#2064)
+* Default lower bound for parameters of scalar likelihoods can now be set via configuration.
+  (#1985, #2066)
+
+## Bug Fixes and Other Changes
+
+* Fixed some notebook typos and a link. (#2052, #2057)
+* Fixed missing docs for `SquaredExponential` and `Constant` kernels. (#2056, #2063)
+
+## Thanks to our Contributors
+
+This release contains contributions from:
+
+sc336, partev, khurram-ghani, uri-granta, awav, jesnie
+
+
 # Release 2.7.1
 
 A small fix for a bug in the scipy optimize wrapper.

VERSION

@@ -1 +1 @@
-2.7.1
+2.9.0

doc/generate_module_rst.py

@@ -18,7 +18,7 @@
 from dataclasses import dataclass
 from pathlib import Path
 from types import ModuleType
-from typing import Any, Callable, Deque, Dict, List, Mapping, Set, TextIO, Type, Union
+from typing import Any, Callable, Deque, Dict, List, Mapping, Set, TextIO, Tuple, Type, Union
 
 from gpflow.utilities import Dispatcher
 
@@ -165,17 +165,19 @@ def _should_ignore(child: Union[Callable[..., Any], Type[Any]]) -> bool:
 
         return DocumentableModule(root_name, root, modules, classes, functions)
 
-    def seen_in_dispatchers(self, seen: Set[int]) -> None:
+    def seen_in_dispatchers(self, seen: Set[Tuple[str, int]]) -> None:
         for module in self.modules:
             module.seen_in_dispatchers(seen)
         for function in self.functions:
             if isinstance(function, DocumentableDispatcher):
                 impls = function.obj.funcs.values()
                 for impl in impls:
-                    seen.add(id(impl))
+                    # See comment below (for classes) about aliases.
+                    key = (impl.__name__, id(impl))
+                    seen.add(key)
 
     def prune_duplicates(self) -> None:
-        seen: Set[int] = set()
+        seen: Set[Tuple[str, int]] = set()
         self.seen_in_dispatchers(seen)
 
         # Breadth-first search so that we prefer objects with shorter names.
@@ -185,15 +187,20 @@ def prune_duplicates(self) -> None:
 
             new_classes = []
             for c in module.classes:
-                if id(c.obj) not in seen:
-                    seen.add(id(c.obj))
+                # Account for objects to have aliases, hence include the object name in the key.
+                # We want to generate documentation for both the alias and the original object.
+                key = (c.name[c.name.rfind(".") + 1 :], id(c.obj))
+                if key not in seen:
+                    seen.add(key)
                     new_classes.append(c)
             module.classes = new_classes
 
             new_functions = []
             for f in module.functions:
-                if id(f.obj) not in seen:
-                    seen.add(id(f.obj))
+                # See comment above (for classes) about aliases.
+                key = (f.name[f.name.rfind(".") + 1 :], id(f.obj))
+                if key not in seen:
+                    seen.add(key)
                     new_functions.append(f)
             module.functions = new_functions
 

doc/sphinx/conf.py

@@ -20,11 +20,11 @@
 # -- Project information -----------------------------------------------------
 
 project = "GPflow"
-copyright = "2022, The GPflow Contributors"
+copyright = "2023, The GPflow Contributors"
 author = "The GPflow Contributors"
 
 # The full version, including alpha/beta/rc tags
-release = "2.7.1"
+release = "2.9.0"
 
 # -- General configuration ---------------------------------------------------
 

doc/sphinx/installation.rst

@@ -25,6 +25,10 @@ explicitly install specific versions of these.
 +---------------------+---------------------------------+
 | 2.10.*              | 0.18.*                          |
 +---------------------+---------------------------------+
+| 2.11.*              | 0.19.*                          |
++---------------------+---------------------------------+
+| 2.12.*              | 0.20.*                          |
++---------------------+---------------------------------+
 
 Second, a word of warning about new Mac computers. On new Mac machines you will need to install
 ``tensorflow-macos`` instead of the regular ``tensorflow``.

doc/sphinx/notebooks/advanced/multioutput.pct.py

@@ -74,12 +74,12 @@
 #
 # Here we have two options for $g$:
 # 1. The output dimensions of $g$ share the same kernel.
-# 1. Each output of $g$ has a separate kernel.
+# 2. Each output of $g$ has a separate kernel.
 #
 #
 # In addition, we have two further suboptions for the inducing inputs of $g$:
 # 1. The instances of $g$ share the same inducing inputs.
-# 1. Each output of $g$ has its own set of inducing inputs.
+# 2. Each output of $g$ has its own set of inducing inputs.
 #
 # The notation is as follows:
 # - $X \in \mathbb{R}^{N \times D}$ denotes the input