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Update News and deprecate GPMC
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thomaspinder committed Sep 24, 2019
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4 changes: 4 additions & 0 deletions NEWS.md
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* Introduced sparse approximation methods
* Subset of regressors, deterministic training conditional, fully independent training conditional and full-scale approximation are all available
* Extended functionality to include leave-one-out cross-validation
* Introduced functionality to enable variational inference in GPs with non-Gaussian data.
* The approach used is a variant of that presented in [Khan et. al.](http://papers.nips.cc/paper/4535-fast-bayesian-inference-for-non-conjugate-gaussian-process-regression)
* Currently limited to only Poisson data. Additional likelihood functionality will be added soon.
* Deprecated `GPMC` in favor of `GPA`. This is to be inline with that fact that approximate inference in a GP is not limited to MCMC, but variational methods can now be used.

## Version 0.9.0 (2018-12-07)
* Introduction of `ElasticGPE` to allow `GP` which can grow without
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1 change: 1 addition & 0 deletions src/GPA.jl
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Expand Up @@ -48,6 +48,7 @@ mutable struct GPA{X<:AbstractMatrix,Y<:AbstractVector{<:Real},M<:Mean,K<:Kernel
initialise_target!(gp)
end
end
@deprecate GPMC GPA

function GPA(x::AbstractMatrix, y::AbstractVector{<:Real}, mean::Mean, kernel::Kernel, lik::Likelihood, covstrat::CovarianceStrategy)
data = KernelData(kernel, x, x, covstrat)
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