Merge pull request #90 from JuliaGaussianProcesses/tgf/clean-up

Massive update

.JuliaFormatter.toml

@@ -0,0 +1 @@
+style = "blue"

.github/workflows/VersionVigilante_pull_request.yml

@@ -6,7 +6,7 @@ jobs:
   VersionVigilante:
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v1.0.0
+      - uses: actions/checkout@v3
       - uses: julia-actions/setup-julia@latest
       - name: VersionVigilante.main
         id: versionvigilante_main

.github/workflows/ci.yml

@@ -4,6 +4,13 @@ on:
     branches:
       - master
   pull_request:
+
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
 jobs:
   test:
     name: Julia ${{ matrix.version }} - ${{ matrix.group }}
@@ -13,6 +20,7 @@ jobs:
       matrix:
         version:
           - '1'
+          - '1.6'
         os:
           - ubuntu-latest
         arch:
@@ -24,12 +32,12 @@ jobs:
           - 'test gp'
           - 'test space_time'
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - uses: julia-actions/setup-julia@v1
         with:
           version: ${{ matrix.version }}
           arch: ${{ matrix.arch }}
-      - uses: actions/cache@v1
+      - uses: actions/cache@v3
         env:
           cache-name: cache-artifacts
         with:

.github/workflows/examples.yml

@@ -6,6 +6,13 @@ on:
   pull_request:
     branches:
     - master
+
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
 jobs:
   examples:
     name: Julia ${{ matrix.version }} - ${{ matrix.os }} - ${{ matrix.arch }} - ${{ github.event_name }}
@@ -20,7 +27,7 @@ jobs:
         arch:
           - x64
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - uses: julia-actions/setup-julia@v1
         with:
           version: ${{ matrix.version }}

.gitignore

@@ -9,8 +9,12 @@
 /test/dev
 /docs/build/
 /docs/site/
+.vscode/
 
 # Things in bench that shouldn't be tracked because they may contain large files.
 bench/dev
 bench/data
 bench/plots
+
+# Things generated by examples
+*.png

Project.toml

@@ -1,7 +1,7 @@
 name = "TemporalGPs"
 uuid = "e155a3c4-0841-43e1-8b83-a0e4f03cc18f"
-authors = ["willtebbutt <wt0881@my.bristol.ac.uk>"]
-version = "0.5.13"
+authors = ["willtebbutt <wt0881@my.bristol.ac.uk> and contributors"]
+version = "0.6.0"
 
 [deps]
 AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
@@ -14,16 +14,14 @@ Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
 StructArrays = "09ab397b-f2b6-538f-b94a-2f83cf4a842a"
 Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
-ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
 
 [compat]
-AbstractGPs = "0.2, 0.3"
+AbstractGPs = "0.5"
 BlockDiagonals = "0.1.7"
-ChainRulesCore = "0.9, 0.10"
-FillArrays = "0.10, 0.11, 0.12"
+ChainRulesCore = "1"
+FillArrays = "0.13.0 - 0.13.7"
 KernelFunctions = "0.9, 0.10.1"
 StaticArrays = "1"
-StructArrays = "0.5"
+StructArrays = "0.5, 0.6"
 Zygote = "0.6"
-ZygoteRules = "0.2"
-julia = "1.5"
+julia = "1.6"

bench/mul.jl

@@ -16,26 +16,26 @@ C = randn(rng, Q, Q);
 @benchmark mul!($C, $A, $B, 1.0, 1.0)
 @benchmark mul!($C, $A_dense, $B, 1.0, 1.0)
 
-@benchmark mul!($C, $At', $B, 1.0, 1.0)
-@benchmark mul!($C, $At_dense', $B, 1.0, 1.0)
+@benchmark mul!($C, $(At'), $B, 1.0, 1.0)
+@benchmark mul!($C, $(At_dense'), $B, 1.0, 1.0)
 
-@benchmark mul!($C, $A, $B', 1.0, 1.0)
-@benchmark mul!($C, $A_dense, $B', 1.0, 1.0)
+@benchmark mul!($C, $A, $(B'), 1.0, 1.0)
+@benchmark mul!($C, $A_dense, $(B'), 1.0, 1.0)
 
-@benchmark mul!($C, $At', $B', 1.0, 1.0)
-@benchmark mul!($C, $At_dense', $B', 1.0, 1.0)
+@benchmark mul!($C, $(At'), $(B'), 1.0, 1.0)
+@benchmark mul!($C, $(At_dense'), $(B'), 1.0, 1.0)
 
 @benchmark mul!($C, $B, $A, 1.0, 1.0)
 @benchmark mul!($C, $B, $A_dense, 1.0, 1.0)
 
-@benchmark mul!($C, $B, $At', 1.0, 1.0)
-@benchmark mul!($C, $B, $At_dense', 1.0, 1.0)
+@benchmark mul!($C, $B, $(At'), 1.0, 1.0)
+@benchmark mul!($C, $B, $(At_dense'), 1.0, 1.0)
 
-@benchmark mul!($C, $B', $A, 1.0, 1.0)
-@benchmark mul!($C, $B', $A_dense, 1.0, 1.0)
+@benchmark mul!($C, $(B'), $A, 1.0, 1.0)
+@benchmark mul!($C, $(B'), $A_dense, 1.0, 1.0)
 
-@benchmark mul!($C, $B', $At', 1.0, 1.0)
-@benchmark mul!($C, $B', $At_dense', 1.0, 1.0)
+@benchmark mul!($C, $(B'), $(At'), 1.0, 1.0)
+@benchmark mul!($C, $(B'), $(At_dense'), 1.0, 1.0)
 
 # Matrix-Vector multiplies.
 

docs/Manifest.toml

@@ -1,44 +1,49 @@
 # This file is machine-generated - editing it directly is not advised
 
+[[ANSIColoredPrinters]]
+git-tree-sha1 = "574baf8110975760d391c710b6341da1afa48d8c"
+uuid = "a4c015fc-c6ff-483c-b24f-f7ea428134e9"
+version = "0.0.1"
+
 [[Base64]]
 uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
 
 [[Dates]]
 deps = ["Printf"]
 uuid = "ade2ca70-3891-5945-98fb-dc099432e06a"
 
-[[Distributed]]
-deps = ["Random", "Serialization", "Sockets"]
-uuid = "8ba89e20-285c-5b6f-9357-94700520ee1b"
-
 [[DocStringExtensions]]
-deps = ["LibGit2", "Markdown", "Pkg", "Test"]
-git-tree-sha1 = "88bb0edb352b16608036faadcc071adda068582a"
+deps = ["LibGit2"]
+git-tree-sha1 = "c36550cb29cbe373e95b3f40486b9a4148f89ffd"
 uuid = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
-version = "0.8.1"
+version = "0.9.2"
 
 [[Documenter]]
-deps = ["Base64", "Dates", "DocStringExtensions", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Markdown", "REPL", "Test", "Unicode"]
-git-tree-sha1 = "3bacd94d853a6bccaee1d0104d8b06d29a7506ac"
+deps = ["ANSIColoredPrinters", "Base64", "Dates", "DocStringExtensions", "IOCapture", "InteractiveUtils", "JSON", "LibGit2", "Logging", "Markdown", "REPL", "Test", "Unicode"]
+git-tree-sha1 = "6030186b00a38e9d0434518627426570aac2ef95"
 uuid = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
-version = "0.24.6"
+version = "0.27.23"
+
+[[IOCapture]]
+deps = ["Logging", "Random"]
+git-tree-sha1 = "f7be53659ab06ddc986428d3a9dcc95f6fa6705a"
+uuid = "b5f81e59-6552-4d32-b1f0-c071b021bf89"
+version = "0.2.2"
 
 [[InteractiveUtils]]
 deps = ["Markdown"]
 uuid = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 
 [[JSON]]
 deps = ["Dates", "Mmap", "Parsers", "Unicode"]
-git-tree-sha1 = "b34d7cef7b337321e97d22242c3c2b91f476748e"
+git-tree-sha1 = "3c837543ddb02250ef42f4738347454f95079d4e"
 uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
-version = "0.21.0"
+version = "0.21.3"
 
 [[LibGit2]]
+deps = ["Base64", "NetworkOptions", "Printf", "SHA"]
 uuid = "76f85450-5226-5b5a-8eaa-529ad045b433"
 
-[[Libdl]]
-uuid = "8f399da3-3557-5675-b5ff-fb832c97cbdb"
-
 [[Logging]]
 uuid = "56ddb016-857b-54e1-b83d-db4d58db5568"
 
@@ -49,44 +54,46 @@ uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
 [[Mmap]]
 uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 
+[[NetworkOptions]]
+uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
+version = "1.2.0"
+
 [[Parsers]]
-deps = ["Dates", "Test"]
-git-tree-sha1 = "0c16b3179190d3046c073440d94172cfc3bb0553"
+deps = ["Dates", "SnoopPrecompile"]
+git-tree-sha1 = "cceb0257b662528ecdf0b4b4302eb00e767b38e7"
 uuid = "69de0a69-1ddd-5017-9359-2bf0b02dc9f0"
-version = "0.3.12"
-
-[[Pkg]]
-deps = ["Dates", "LibGit2", "Libdl", "Logging", "Markdown", "Printf", "REPL", "Random", "SHA", "Test", "UUIDs"]
-uuid = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
+version = "2.5.0"
 
 [[Printf]]
 deps = ["Unicode"]
 uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 
 [[REPL]]
-deps = ["InteractiveUtils", "Markdown", "Sockets"]
+deps = ["InteractiveUtils", "Markdown", "Sockets", "Unicode"]
 uuid = "3fa0cd96-eef1-5676-8a61-b3b8758bbffb"
 
 [[Random]]
-deps = ["Serialization"]
+deps = ["SHA", "Serialization"]
 uuid = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
+version = "0.7.0"
 
 [[Serialization]]
 uuid = "9e88b42a-f829-5b0c-bbe9-9e923198166b"
 
+[[SnoopPrecompile]]
+git-tree-sha1 = "f604441450a3c0569830946e5b33b78c928e1a85"
+uuid = "66db9d55-30c0-4569-8b51-7e840670fc0c"
+version = "1.0.1"
+
 [[Sockets]]
 uuid = "6462fe0b-24de-5631-8697-dd941f90decc"
 
 [[Test]]
-deps = ["Distributed", "InteractiveUtils", "Logging", "Random"]
+deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
-[[UUIDs]]
-deps = ["Random", "SHA"]
-uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"
-
 [[Unicode]]
 uuid = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"

docs/make.jl

@@ -6,12 +6,12 @@ makedocs(;
     pages=[
         "Home" => "index.md",
     ],
-    repo="https://github.com/willtebbutt/TemporalGPs.jl/blob/{commit}{path}#L{line}",
+    repo="https://github.com/JuliaGaussianProcesses/TemporalGPs.jl/blob/{commit}{path}#L{line}",
     sitename="TemporalGPs.jl",
     authors="willtebbutt <wt0881@my.bristol.ac.uk>",
     assets=String[],
 )
 
 deploydocs(;
-    repo="github.com/willtebbutt/TemporalGPs.jl",
+    repo="github.com/JuliaGaussianProcesses/TemporalGPs.jl",
 )

examples/Project.toml

@@ -1,6 +1,7 @@
 [deps]
 AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
+KernelFunctions = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
 Optim = "429524aa-4258-5aef-a3af-852621145aeb"
 ParameterHandling = "2412ca09-6db7-441c-8e3a-88d5709968c5"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"

examples/exact_space_time_learning.jl

@@ -67,7 +67,7 @@ training_results = Optim.optimize(
 
 # Extracting the final values of the parameters.
 # Should be close to truth.
-final_params = unpack(training_results.minimizer);
+final_params = unpack(training_results.minimizer)
 
 # Construct the posterior as per usual.
 f_post = posterior(build_gp(final_params)(x, final_params.var_noise), y);

examples/exact_time_learning.jl

@@ -17,14 +17,13 @@ using Zygote # Algorithmic Differentiation
 # Declare model parameters using `ParameterHandling.jl` types.
 # var_kernel is the variance of the kernel, λ the inverse length scale, and var_noise the
 # variance of the observation noise. Note that they're all constrained to be positive.
-flat_initial_params, unflatten = ParameterHandling.flatten((
+flat_initial_params, unpack = ParameterHandling.value_flatten((
     var_kernel = positive(0.6),
     λ = positive(0.1),
     var_noise = positive(2.0),
 ));
 
-# Construct a function to unpack flattened parameters and pull out the raw values.
-unpack = ParameterHandling.value ∘ unflatten;
+# Pull out the raw values.
 params = unpack(flat_initial_params);
 
 function build_gp(params)
@@ -37,6 +36,7 @@ T = 1_000_000;
 x = RegularSpacing(0.0, 1e-4, T);
 
 # Generate some noisy synthetic data from the GP.
+f = build_gp(params)
 y = rand(f(x, params.var_noise));
 
 # Specify an objective function for Optim to minimise in terms of x and y.
@@ -60,7 +60,7 @@ training_results = Optim.optimize(
 );
 
 # Extracting the final values of the parameters. Should be moderately close to truth.
-final_params = unpack(training_results.minimizer);
+final_params = unpack(training_results.minimizer)
 
 # Construct the posterior as per usual.
 f_final = build_gp(final_params)
@@ -84,6 +84,6 @@ if get(ENV, "TESTING", "FALSE") == "FALSE"
     plt = plot();
     scatter!(plt, x, y; label="", markersize=0.1, alpha=0.1);
     plot!(plt, f_post(x_pr); ribbon_scale=3.0, label="");
-    plot!(x_pr, f_post_samples; color=:red, label="");
+    plot!(plt, x_pr, f_post_samples; color=:red, label="");
     savefig(plt, "posterior.png");
 end