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Kernel compute #120

Merged
merged 25 commits into from
Nov 3, 2022
Merged

Kernel compute #120

merged 25 commits into from
Nov 3, 2022

Commits on Sep 23, 2022

  1. Initial kronecker work

    Thomas Pinder authored and daniel-dodd committed Sep 23, 2022
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  2. Initial kronecker work

    Thomas Pinder authored and daniel-dodd committed Sep 23, 2022
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  3. Minimal Kronecker and more (read comment!!).

    - Minimal Kronecker kernel. The inverse is highly inefficient - this can be improved!
    - Added white noise kernel.
    - Added diagonal computation abstraction.
    - Added minimal computation abstraction for kernel combinations (i.e., for * and +).
    
    Main issues:
    - Though we can replace the computations in the gps.py, we might miss out with caching stuff e.g., the Cholesky decomposition in the dense computation case. Is there a sensible way around this?
    - As a further point to the preceding point, we should not be computing the gram matrix in general (yes I known we need to in the dense setting).
    
    - Think about computation savings for KL divergences - how can we resolve these?
    
    Minor issues:
    - Need to discuss the best way to add some computation methods - it might be tidier than just adding a load of static methods altogether.
    - Need tests.
    daniel-dodd committed Sep 23, 2022
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  4. Small bug fix.

    daniel-dodd committed Sep 23, 2022
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Commits on Oct 10, 2022

  1. So far.

    daniel-dodd committed Oct 10, 2022
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  2. Remove tf.LinearOperator and add custom CovarianceOperator

    Need to add/update tests/ check code is correct.
    daniel-dodd committed Oct 10, 2022
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  3. Notion of TriL.

    daniel-dodd committed Oct 10, 2022
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Commits on Oct 12, 2022

  1. jitter_function

    thomaspinder authored Oct 12, 2022
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  2. Add LHS ops

    thomaspinder committed Oct 12, 2022
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Commits on Oct 20, 2022

  1. Initial refactoring.

    Need to write complete tests for covariance operators, then can get on with revamping the rest of the codebase and tests for other modules.
    daniel-dodd committed Oct 20, 2022
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  2. Initial covariance operator tests.

    Missing matmul, and need to improve the solve tests to ensure there are now issues with shapes.
    daniel-dodd committed Oct 20, 2022
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Commits on Oct 22, 2022

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Commits on Oct 23, 2022

  1. Fix Matern12

    thomaspinder committed Oct 23, 2022
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Commits on Oct 31, 2022

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Commits on Nov 3, 2022

  1. Rebase

    thomaspinder committed Nov 3, 2022
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  2. Rebase

    thomaspinder committed Nov 3, 2022
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  3. remove nb

    thomaspinder committed Nov 3, 2022
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  4. complete merge

    thomaspinder committed Nov 3, 2022
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  6. Fixed DKL

    thomaspinder committed Nov 3, 2022
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  7. formatting

    thomaspinder committed Nov 3, 2022
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  8. fix failing test

    thomaspinder committed Nov 3, 2022
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  9. Clf now working

    thomaspinder committed Nov 3, 2022
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  10. Fix bugs

    thomaspinder committed Nov 3, 2022
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