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Uncertainty #7

Merged
merged 75 commits into from
Oct 3, 2023
Merged

Uncertainty #7

merged 75 commits into from
Oct 3, 2023

Commits on Aug 8, 2023

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  2. decomposition wth sigma

    katosh committed Aug 8, 2023
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Commits on Aug 9, 2023

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  6. fix uncertainty typo

    katosh committed Aug 9, 2023
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Commits on Aug 12, 2023

  1. Refactoring, version bump 1.3.1 -> 1.4.0

     - introduce parameter gp_type
     - remove parameter method
     - validate parameter consistency
     - compute Lp separatly
     - more testing
    katosh committed Aug 12, 2023
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  2. more testing

    katosh committed Aug 12, 2023
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Commits on Aug 14, 2023

  1. lint doc config

    katosh committed Aug 14, 2023
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  6. log choice of gp_type

    katosh committed Aug 14, 2023
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Commits on Aug 17, 2023

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Commits on Aug 18, 2023

  1. y_is_mean refines the handling of sigma in compute_conditional_mean

    The key changes are:
    
    - **Old Behavior**: `sigma` explained noise on the input data, impacting
      the conditional mean functions and thus the prediction. This
      prediction reflected the mean over all functions and all possible
      inputs given the variability of the input data indicated by `sigma`.
    - **Intermediate Behavior**: `sigma` now only inflated the uncertainty
      of the prediction, assuming the input is fixed. The new behavior is
      more sensible for the `DensityEstimator`, where the uncertainty of the
      input is quantified only by ADVI inference but the values `y` are
      already mean values of the GP.
    - **Introduction of `y_is_mean` Parameter**: A boolean parameter
      `y_is_mean` is added to the `conditional_mean` that computes the
      predictive function of the GP. If `y_is_mean=True`, the `y` values are
      considered a fixed mean, and `sigma` only reflects the uncertainty
      estimate. If `y_is_mean=False`, the values `y` are treated as a noisy
      measurement, leading to a potentially smoothed value at corresponding
      locations `x`.
    
    This update brings clarity to the treatment of values we condition on in
    the Gaussian Process and allows controlling if they are seen as the mean
    of a Gaussian Process or noisy measurements. It promotes better
    alignment with the underlying statistical principles and the
    requirements of the `DensityEstimator` and `FunctionEstimator` ensuring
    backwards compatibility.
    katosh committed Aug 18, 2023
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  4. test more validation cases

    katosh committed Aug 18, 2023
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  5. more testing

    katosh committed Aug 18, 2023
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Commits on Aug 23, 2023

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  4. make rank check optional

    katosh committed Aug 23, 2023
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  5. reintroduce codefactor badge

    katosh committed Aug 23, 2023
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Commits on Aug 24, 2023

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  2. avoid circular imports

    katosh committed Aug 24, 2023
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Commits on Aug 25, 2023

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  3. more testing

    katosh committed Aug 25, 2023
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  6. bugfix compute_Lp edge case

    katosh committed Aug 25, 2023
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  8. more testing

    katosh committed Aug 25, 2023
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Commits on Aug 28, 2023

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Commits on Aug 29, 2023

  1. more doc and feedback on n_obs

    katosh committed Aug 29, 2023
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Commits on Aug 30, 2023

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  6. Predictor tab in sphinx doc

    katosh committed Aug 30, 2023
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  9. improve multi_time doc

    katosh committed Aug 30, 2023
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  10. remove dublication in doc

    katosh committed Aug 30, 2023
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  11. more refences to documentation

    katosh committed Aug 30, 2023
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Commits on Oct 3, 2023

  1. log info about normalization

    katosh committed Oct 3, 2023
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  4. add CHANGELOG.md

    katosh committed Oct 3, 2023
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