Use GPLikelihoods.jl (#108)

* Adding GPLikelihodos support

* ADding more fixes

* Removing T parametrization

* Small fixes

* Made necessary changes

* Patch bump

* Just use RegressionLikelihood

* Fix in tests

* Probably AGP missing

* Remove T need

* Fix small issues

* Cancel concurrent jobs

* Fixing the tests_likelihood

* Modify the init_local_vars and add tests for MOVGP

* Fixed predictions for multi-output

* Add formatting

* Might fix the user guide

* Fixed on mean prior and heteroscedastic issues

* Fixed prior tests

* Adds examples for heteroscedastic

* Small but necessary changes!

* Various fixes

* Everything should work?

.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.os }} - ${{ matrix.arch }} - ${{ github.event_name }}

.gitignore

@@ -5,6 +5,8 @@
 *.info
 Manifest.toml
 
+.vscode
+
 #Do not save checkpoints and testpoints
 examples/.ipynb_checkpoints/*
 test/main_testing.jl

Project.toml

@@ -1,14 +1,15 @@
 name = "AugmentedGaussianProcesses"
 uuid = "38eea1fd-7d7d-5162-9d08-f89d0f2e271e"
 authors = ["Theo Galy-Fajou <theo.galyfajou@gmail.com>"]
-version = "0.11.0"
+version = "0.11.1"
 
 [deps]
 AbstractMCMC = "80f14c24-f653-4e6a-9b94-39d6b0f70001"
 ChainRulesCore = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 FastGaussQuadrature = "442a2c76-b920-505d-bb47-c5924d526838"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+GPLikelihoods = "6031954c-0455-49d7-b3b9-3e1c99afaf40"
 InducingPoints = "b4bd816d-b975-4295-ac05-5f2992945579"
 KernelFunctions = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
@@ -30,6 +31,7 @@ ChainRulesCore = "0.9, 1"
 Distributions = "0.21.5, 0.22, 0.23, 0.24, 0.25"
 FastGaussQuadrature = "0.4"
 ForwardDiff = "0.10"
+GPLikelihoods = "0.2"
 InducingPoints = "0.2"
 KernelFunctions = "0.8, 0.9, 0.10"
 Optimisers = "0.1"