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Introduce the GaussianProcessProbabilisticProgramme #161

Merged
merged 35 commits into from
Mar 28, 2021
Merged

Introduce the GaussianProcessProbabilisticProgramme #161

merged 35 commits into from
Mar 28, 2021

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willtebbutt
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@willtebbutt willtebbutt commented Mar 28, 2021 •
edited

TODO:

  • Deprecate model macro
  • Write docstrings + doctests
  • Update readme with new example
  • Remove conditioning and approximate conditioning functionality (we get it from AbstractGPs)
  • Remove all remaining redundant code

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codecov bot commented Mar 28, 2021 •
edited

Codecov Report

Merging #161 (95f6802) into DEV-0.7 (7e3ab54) will decrease coverage by 4.01%.
The diff coverage is 94.44%.

Impacted file tree graph

@@             Coverage Diff             @@
##           DEV-0.7     #161      +/-   ##
===========================================
- Coverage    82.78%   78.77%   -4.02%     
===========================================
  Files           21       18       -3     
  Lines          552      457      -95     
===========================================
- Hits           457      360      -97     
- Misses          95       97       +2
Impacted Files Coverage Δ
src/Stheno.jl 100.00% <ø> (ø)
src/abstract_gp.jl 75.00% <ø> (-16.67%) ⬇️
src/composite/addition.jl 100.00% <ø> (ø)
src/composite/compose.jl 68.18% <ø> (ø)
src/composite/cross.jl 97.36% <ø> (-1.00%) ⬇️
src/gaussian_process_probabilistic_programme.jl 94.33% <94.33%> (ø)
src/util/abstract_data_set.jl 100.00% <100.00%> (ø)

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@willtebbutt willtebbutt mentioned this pull request Mar 28, 2021
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@willtebbutt willtebbutt merged commit 59bde24 into DEV-0.7 Mar 28, 2021
@willtebbutt willtebbutt deleted the wct/gppp branch March 28, 2021 17:46
willtebbutt added a commit that referenced this pull request Mar 29, 2021
@willtebbutt
Merge 0.7 into master (#166)
56824e4 
* Use kernel functions (#137)

* Bump minor version

* Use KernelFunctions + tidy up usings

* Remove Stheno-specific kernels

* Fix name

* Fix typo

* Update docs

* Remove diagzero implementation

* Update to KernelFunctions.jl

* Revert NEWS.md

* Update NEWS

* Add WrappedGP (#156)

* Introduce WrappedGP

* Update indexing tests for WrappedGP

* Update composite/cross tests for WrappedGP

* Update conditioning tests for WrappedGP

* Update product tests for WrappedGP

* Update types on covariance calculations to WrappedGP

* Update addition for WrappedGP

* Update compose for WrappedGP

* Update approximate_conditioning for WrappedGP

* Update abstract_gp tests for WrappedGP

* Update approximate_inference tests for WrappedGP

* Update doctests for WrappedGP

* Use AbstractGPs (#157)

* Add AbstractGPs

* Remove mean functions

* Remove redundant AbstractGP functionality

* Remove GP object

* Remove GP from Stheno

* Remove redundant plotting functionality

* Remove redundant indexing functionality

* Rename mean_vector -> mean

* Implement AbstractGPs API for WrappedGP and CompositeGP

* Rename mean_vector -> mean

* Remove tr_inv_Sigmay from abstract_gp tests

* Remove redundant test utils

* Remove outdated docs

* Remove redundant imports to test

* Remove elementwise, export GP

* Use AbstractGPs in doctests

* Stop exporting GP

* Introduce SthenoAbstractGP

* Remove some usings in test_util

* Various tweaks to runtests

* Tweak docs on interansl

* Tidying Up (#158)

* Add AbstractGPs

* Remove mean functions

* Remove redundant AbstractGP functionality

* Remove GP object

* Remove GP from Stheno

* Remove redundant plotting functionality

* Remove redundant indexing functionality

* Rename mean_vector -> mean

* Implement AbstractGPs API for WrappedGP and CompositeGP

* Rename mean_vector -> mean

* Remove tr_inv_Sigmay from abstract_gp tests

* Remove redundant test utils

* Remove outdated docs

* Remove redundant imports to test

* Remove elementwise, export GP

* Use AbstractGPs in doctests

* Stop exporting GP

* Introduce SthenoAbstractGP

* Remove some usings in test_util

* Various tweaks to runtests

* Tweak docs on interansl

* Lots of tidying up

* Replace @Nograd with @non_differentiable

* More tweaks

* Don't import rrule

* Carve out more redundant utilities (#159)

* Carve out more redundant utilities

* Yet more removals

* Remove Distances

* Remove redundant imports

* Fix BlockArray dep warnings

* Remove redundant zygote rules

* Remove redundant Zygote rule

* Remove redundant type piracy

* Remove redundant Cholesky AD tests

* Remove redunant method on BlockData

* Add multi-process DTC tests

* UpperTriangular -> LinearAlgebra.UpperTriangular

* marginals -> AbstractGPs.marginals

* Test marginals and length for SparseFiniteGP

* Test select(f, ::Int) and StepRangeLen stretch

* Remove Stheno from test deps

* Update the @model macro (#160)

* Tweak model macro

* Update examples in README

* Introduce the GaussianProcessProbabilisticProgramme (#161)

* Add initial pass over GPPP

* First pass over GPPP macro

* Enable arbitrary dictionary inputs

* Some more tweaks to the GPPP

* Move MacroTools imports to src

* Add spacing

* Add support for multiple processes

* Deprecate ternary GP

* Remove @model macro

* Move exports to src

* Add doctest for GPPPInput

* Remove GPPP from the user-facing API

* Add docstring for GPPP

* Add @gppp doctest

* Add posterior inference test for GPPP

* Add convenience constructor for BlockData

* Implement split

* Update README examples

* Fix typo in @gppp macro

* Export BlockData

* Remove RecipesBase dependency

* Update NEWS

* Remove redundant multi-process functionality

* Export wrap

* GPPP -> Stheno.GPPP in tests

* Further README updates

* Add 0.7 note to README

* README formatting tweak

* Check manual GPPP differentiability

* Fix Zygot-differentiability

* Remove conditioning and approximate_conditioning

* Remove approximate_inference addons

* Remove approximate_inference includes

* Remove redundant comments

* Remove Observation + friends

* Refactor SparseFiniteGP (#163)

* Refactor docs (#164)

* Remove GP docs in favour of AbstractGPs doc

* Update getting_started

* Update getting_started.md

* Remove composite_gp_api docs

* Update getting_started

* Update input_types docs

* Add docs on GPPP

* More GPPP notes in docs

* Add note on GPPPInput and BlockData to docs

* Add GPPP API docs

* Improve docs around transformations

* Relax Reexport bound

* Revamp Examples a Bit (#165)

* Update process_decomposition example

* Bump AbstractGPs compat

* Upgrade time-varying-blr example

* Revamp sensor fusion example

* Remove non-iid-noise example

* Update getting_started

* Update pseudo-point basics

* At least make pseudo-point stuff work

* Update README

* Update Project to new versions

* Update more Projects

* Add more items to NEWS.md
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