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Fix broken tests (#170)
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* Fix AbstractGPs dep warnings

* Bump patch
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@willtebbutt
willtebbutt authored Apr 2, 2021
1 parent 73c47ea commit b4e2d20
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Showing 18 changed files with 98 additions and 106 deletions.
4 changes: 2 additions & 2 deletions Project.toml
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@@ -1,6 +1,6 @@
name = "Stheno"
uuid = "8188c328-b5d6-583d-959b-9690869a5511"
version = "0.7.0"
version = "0.7.1"

[deps]
AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"
Expand All @@ -19,7 +19,7 @@ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"

[compat]
AbstractGPs = "0.2.21"
AbstractGPs = "0.2.25"
BlockArrays = "0.15"
ChainRulesCore = "0.9"
Distributions = "0.19, 0.20, 0.21, 0.22, 0.23, 0.24"
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6 changes: 3 additions & 3 deletions docs/src/internals.md
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Expand Up @@ -21,9 +21,9 @@ As such, we have the following functions in addition to the AbstractGPs API impl

| Function | Brief description |
|:--------------------- |:---------------------- |
| `cov_diag(f, x)` | `diag(cov(f, x))` |
| `cov_diag(f, x, x′)` | `diag(cov(f, x, x′))` |
| `cov_diag(f, f′, x, x′)` | `diag(cov(f, f′, x, x′))` |
| `var(f, x)` | `diag(cov(f, x))` |
| `var(f, x, x′)` | `diag(cov(f, x, x′))` |
| `var(f, f′, x, x′)` | `diag(cov(f, f′, x, x′))` |

The second and third rows of the table only make sense when `length(x) == length(x′)`, of course.

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9 changes: 6 additions & 3 deletions src/Stheno.jl
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Expand Up @@ -20,13 +20,15 @@ module Stheno
import AbstractGPs:
mean,
cov,
cov_diag,
var,
mean_and_cov,
mean_and_cov_diag,
mean_and_var,
rand,
logpdf,
elbo,
dtc
dtc,
posterior,
approx_posterior

using MacroTools: @capture, combinedef, postwalk, splitdef

Expand Down Expand Up @@ -74,4 +76,5 @@ module Stheno
export wrap, BlockData, GPC, GPPPInput, @gppp
export elbo, dtc
export ∘, select, stretch, periodic, shift
export cov_diag, mean_and_cov_diag
end # module
7 changes: 1 addition & 6 deletions src/abstract_gp.jl
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Expand Up @@ -2,15 +2,10 @@
abstract type SthenoAbstractGP <: AbstractGP end

# TYPE-PIRACY
function AbstractGPs.cov_diag(f::GP, x::AbstractVector, x′::AbstractVector)
function var(f::GP, x::AbstractVector, x′::AbstractVector)
return kernelmatrix_diag(f.kernel, x, x′)
end

# Implement some of the AbstractGPs API for all of the GPs in this package.
mean_and_cov(f::SthenoAbstractGP, x::AbstractVector) = (mean(f, x), cov(f, x))

mean_and_cov_diag(f::SthenoAbstractGP, x::AbstractVector) = (mean(f, x), cov_diag(f, x))

# Ensure that this package gets to handle the covariance between its own GPs.
# AbstractGPs doesn't support this in general because it's unclear how it ought to be
# implemented, but we have a clear way to implement it here.
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30 changes: 12 additions & 18 deletions src/composite/addition.jl
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Expand Up @@ -24,21 +24,15 @@ mean((_, fa, fb)::add_args, x::AV) = mean(fa, x) .+ mean(fb, x)
function cov((_, fa, fb)::add_args, x::AV)
return cov(fa, x) .+ cov(fb, x) .+ cov(fa, fb, x, x) .+ cov(fb, fa, x, x)
end
function cov_diag((_, fa, fb)::add_args, x::AV)
return +(
cov_diag(fa, x), cov_diag(fb, x),
cov_diag(fa, fb, x, x), cov_diag(fb, fa, x, x),
)
function var((_, fa, fb)::add_args, x::AV)
return var(fa, x) .+ var(fb, x) .+ var(fa, fb, x, x) .+ var(fb, fa, x, x)
end

function cov((_, fa, fb)::add_args, x::AV, x′::AV)
return cov(fa, x, x′) .+ cov(fb, x, x′) .+ cov(fa, fb, x, x′) .+ cov(fb, fa, x, x′)
end
function cov_diag((_, fa, fb)::add_args, x::AV, x′::AV)
return +(
cov_diag(fa, x, x′), cov_diag(fb, x, x′),
cov_diag(fa, fb, x, x′), cov_diag(fb, fa, x, x′),
)
function var((_, fa, fb)::add_args, x::AV, x′::AV)
return var(fa, x, x′) .+ var(fb, x, x′) .+ var(fa, fb, x, x′) .+ var(fb, fa, x, x′)
end

function cov((_, fa, fb)::add_args, f′::AbstractGP, x::AV, x′::AV)
Expand All @@ -48,11 +42,11 @@ function cov(f::AbstractGP, (_, fa, fb)::add_args, x::AV, x′::AV)
return cov(f, fa, x, x′) .+ cov(f, fb, x, x′)
end

function cov_diag((_, fa, fb)::add_args, f′::AbstractGP, x::AV, x′::AV)
return cov_diag(fa, f′, x, x′) .+ cov_diag(fb, f′, x, x′)
function var((_, fa, fb)::add_args, f′::AbstractGP, x::AV, x′::AV)
return var(fa, f′, x, x′) .+ var(fb, f′, x, x′)
end
function cov_diag(f::AbstractGP, (_, fa, fb)::add_args, x::AV, x′::AV)
return cov_diag(f, fa, x, x′) .+ cov_diag(f, fb, x, x′)
function var(f::AbstractGP, (_, fa, fb)::add_args, x::AV, x′::AV)
return var(f, fa, x, x′) .+ var(f, fb, x, x′)
end


Expand All @@ -72,13 +66,13 @@ mean((_, b, f)::add_known, x::AV) = b.(x) .+ mean(f, x)
mean((_, b, f)::add_known{<:Real}, x::AV) = b .+ mean(f, x)

cov((_, b, f)::add_known, x::AV) = cov(f, x)
cov_diag((_, b, f)::add_known, x::AV) = cov_diag(f, x)
var((_, b, f)::add_known, x::AV) = var(f, x)

cov((_, b, f)::add_known, x::AV, x′::AV) = cov(f, x, x′)
cov_diag((_, b, f)::add_known, x::AV, x′::AV) = cov_diag(f, x, x′)
var((_, b, f)::add_known, x::AV, x′::AV) = var(f, x, x′)

cov((_, b, f)::add_known, f′::AbstractGP, x::AV, x′::AV) = cov(f, f′, x, x′)
cov(f::AbstractGP, (_, b, f′)::add_known, x::AV, x′::AV) = cov(f, f′, x, x′)

cov_diag((_, b, f)::add_known, f′::AbstractGP, x::AV, x′::AV) = cov_diag(f, f′, x, x′)
cov_diag(f::AbstractGP, (_, b, f′)::add_known, x::AV, x′::AV) = cov_diag(f, f′, x, x′)
var((_, b, f)::add_known, f′::AbstractGP, x::AV, x′::AV) = var(f, f′, x, x′)
var(f::AbstractGP, (_, b, f′)::add_known, x::AV, x′::AV) = var(f, f′, x, x′)
8 changes: 4 additions & 4 deletions src/composite/compose.jl
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Expand Up @@ -13,16 +13,16 @@ const comp_args = Tuple{typeof(∘), AbstractGP, Any}
mean((_, f, g)::comp_args, x::AV) = mean(f, g.(x))

cov((_, f, g)::comp_args, x::AV) = cov(f, g.(x))
cov_diag((_, f, g)::comp_args, x::AV) = cov_diag(f, g.(x))
var((_, f, g)::comp_args, x::AV) = var(f, g.(x))

cov((_, f, g)::comp_args, x::AV, x′::AV) = cov(f, g.(x), g.(x′))
cov_diag((_, f, g)::comp_args, x::AV, x′::AV) = cov_diag(f, g.(x), g.(x′))
var((_, f, g)::comp_args, x::AV, x′::AV) = var(f, g.(x), g.(x′))

cov((_, f, g)::comp_args, f′::AbstractGP, x::AV, x′::AV) = cov(f, f′, g.(x), x′)
cov(f::AbstractGP, (_, f′, g)::comp_args, x::AV, x′::AV) = cov(f, f′, x, g.(x′))

cov_diag((_, f, g)::comp_args, f′::AbstractGP, x::AV, x′::AV) = cov_diag(f, f′, g.(x), x′)
cov_diag(f::AbstractGP, (_, f′, g)::comp_args, x::AV, x′::AV) = cov_diag(f, f′, x, g.(x′))
var((_, f, g)::comp_args, f′::AbstractGP, x::AV, x′::AV) = var(f, f′, g.(x), x′)
var(f::AbstractGP, (_, f′, g)::comp_args, x::AV, x′::AV) = var(f, f′, x, g.(x′))


"""
Expand Down
12 changes: 6 additions & 6 deletions src/composite/composite_gp.jl
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Expand Up @@ -19,10 +19,10 @@ CompositeGP(args::Targs, gpc::GPC) where {Targs} = CompositeGP{Targs}(args, gpc)
mean(f::CompositeGP, x::AbstractVector) = mean(f.args, x)

cov(f::CompositeGP, x::AbstractVector) = cov(f.args, x)
cov_diag(f::CompositeGP, x::AbstractVector) = cov_diag(f.args, x)
var(f::CompositeGP, x::AbstractVector) = var(f.args, x)

cov(f::CompositeGP, x::AbstractVector, x′::AbstractVector) = cov(f.args, x, x′)
cov_diag(f::CompositeGP, x::AbstractVector, x′::AbstractVector) = cov_diag(f.args, x, x′)
var(f::CompositeGP, x::AbstractVector, x′::AbstractVector) = var(f.args, x, x′)

function cov(
f::SthenoAbstractGP, f′::SthenoAbstractGP, x::AbstractVector, x′::AbstractVector,
Expand All @@ -39,17 +39,17 @@ function cov(
end
end

function cov_diag(
function var(
f::SthenoAbstractGP, f′::SthenoAbstractGP, x::AbstractVector, x′::AbstractVector,
)
@assert f.gpc === f′.gpc
if f.n === f′.n
return cov_diag(f.args, x, x′)
return var(f.args, x, x′)
elseif f isa WrappedGP && f.n > f′.n || f′ isa WrappedGP && f′.n > f.n
return zeros(length(x))
elseif f.n >= f′.n
return cov_diag(f.args, f′, x, x′)
return var(f.args, f′, x, x′)
else
return cov_diag(f, f′.args, x, x′)
return var(f, f′.args, x, x′)
end
end
12 changes: 6 additions & 6 deletions src/composite/cross.jl
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Expand Up @@ -27,8 +27,8 @@ function cov((_, fs)::cross_args, x::BlockData)
return Array(mortar(reshape(Cs, :, 1)))
end

function cov_diag((_, fs)::cross_args, x::BlockData)
cs = map(cov_diag, fs, blocks(x))
function var((_, fs)::cross_args, x::BlockData)
cs = map(var, fs, blocks(x))
return Array(mortar(cs))
end

Expand All @@ -37,8 +37,8 @@ function cov((_, fs)::cross_args, x::BlockData, x′::BlockData)
return Array(mortar(reshape(Cs, :, 1)))
end

function cov_diag((_, fs)::cross_args, x::BlockData, x′::BlockData)
cs = map(cov_diag, fs, blocks(x), blocks(x′))
function var((_, fs)::cross_args, x::BlockData, x′::BlockData)
cs = map(var, fs, blocks(x), blocks(x′))
return Array(mortar(cs))
end

Expand All @@ -51,10 +51,10 @@ function cov(f::AbstractGP, (_, fs)::cross_args, x::AV, x′::BlockData)
return Array(mortar(Cs))
end

function cov_diag(args::cross_args, f′::AbstractGP, x::BlockData, x′::AV)
function var(args::cross_args, f′::AbstractGP, x::BlockData, x′::AV)
return diag(cov(args, f′, x, x′))
end
function cov_diag(f::AbstractGP, args::cross_args, x::AV, x′::BlockData)
function var(f::AbstractGP, args::cross_args, x::AV, x′::BlockData)
return diag(cov(f, args, x, x′))
end

Expand Down
26 changes: 13 additions & 13 deletions src/composite/product.jl
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Expand Up @@ -24,23 +24,23 @@ function cov((_, σ, g)::prod_args, x::AV)
σx = σ.(x)
return σx .* cov(g, x) .* σx'
end
cov_diag((_, σ, g)::prod_args, x::AV) = σ.(x).^2 .* cov_diag(g, x)
var((_, σ, g)::prod_args, x::AV) = σ.(x).^2 .* var(g, x)

function cov((_, σ, g)::prod_args, x::AV, x′::AV)
return σ.(x) .* cov(g, x, x′) .* σ.(x′)'
end
function cov_diag((_, σ, g)::prod_args, x::AV, x′::AV)
return σ.(x) .* cov_diag(g, x, x′) .* σ.(x′)
function var((_, σ, g)::prod_args, x::AV, x′::AV)
return σ.(x) .* var(g, x, x′) .* σ.(x′)
end

cov((_, σ, f)::prod_args, f′::AbstractGP, x::AV, x′::AV) = σ.(x) .* cov(f, f′, x, x′)
cov(f::AbstractGP, (_, σ, f′)::prod_args, x::AV, x′::AV) = cov(f, f′, x, x′) .* (σ.(x′))'

function cov_diag((_, σ, f)::prod_args, f′::AbstractGP, x::AV, x′::AV)
return σ.(x) .* cov_diag(f, f′, x, x′)
function var((_, σ, f)::prod_args, f′::AbstractGP, x::AV, x′::AV)
return σ.(x) .* var(f, f′, x, x′)
end
function cov_diag(f::AbstractGP, (_, σ, f′)::prod_args, x::AV, x′::AV)
return cov_diag(f, f′, x, x′) .* σ.(x′)
function var(f::AbstractGP, (_, σ, f′)::prod_args, x::AV, x′::AV)
return var(f, f′, x, x′) .* σ.(x′)
end

#
Expand All @@ -50,19 +50,19 @@ end
mean((_, σ, g)::prod_args{<:Real}, x::AV) = σ .* mean(g, x)

cov((_, σ, g)::prod_args{<:Real}, x::AV) = (σ^2) .* cov(g, x)
cov_diag((_, σ, g)::prod_args{<:Real}, x::AV) = (σ^2) .* cov_diag(g, x)
var((_, σ, g)::prod_args{<:Real}, x::AV) = (σ^2) .* var(g, x)

cov((_, σ, g)::prod_args{<:Real}, x::AV, x′::AV) = (σ^2) .* cov(g, x, x′)
cov_diag((_, σ, g)::prod_args{<:Real}, x::AV, x′::AV) = (σ^2) .* cov_diag(g, x, x′)
var((_, σ, g)::prod_args{<:Real}, x::AV, x′::AV) = (σ^2) .* var(g, x, x′)

cov((_, σ, f)::prod_args{<:Real}, f′::AbstractGP, x::AV, x′::AV) = σ .* cov(f, f′, x, x′)
cov(f::AbstractGP, (_, σ, f′)::prod_args{<:Real}, x::AV, x′::AV) = cov(f, f′, x, x′) .* σ

function cov_diag((_, σ, f)::prod_args{<:Real}, f′::AbstractGP, x::AV, x′::AV)
return σ .* cov_diag(f, f′, x, x′)
function var((_, σ, f)::prod_args{<:Real}, f′::AbstractGP, x::AV, x′::AV)
return σ .* var(f, f′, x, x′)
end
function cov_diag(f::AbstractGP, (_, σ, f′)::prod_args{<:Real}, x::AV, x′::AV)
return cov_diag(f, f′, x, x′) .* σ
function var(f::AbstractGP, (_, σ, f′)::prod_args{<:Real}, x::AV, x′::AV)
return var(f, f′, x, x′) .* σ
end

# Use multiplication to define the negation of a GP
Expand Down
20 changes: 10 additions & 10 deletions src/gaussian_process_probabilistic_programme.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -59,41 +59,41 @@ function extract_components(f::GPPP, x::BlockData)
return cross(fs), BlockData(vs)
end

function AbstractGPs.mean(f::GPPP, x::AbstractVector)
function mean(f::GPPP, x::AbstractVector)
fs, vs = extract_components(f, x)
return mean(fs, vs)
end

function AbstractGPs.cov(f::GPPP, x::AbstractVector)
function cov(f::GPPP, x::AbstractVector)
fs, vs = extract_components(f, x)
return cov(fs, vs)
end

function AbstractGPs.cov_diag(f::GPPP, x::AbstractVector)
function var(f::GPPP, x::AbstractVector)
fs, vs = extract_components(f, x)
return cov_diag(fs, vs)
return var(fs, vs)
end

function AbstractGPs.cov(f::GPPP, x::AbstractVector, x′::AbstractVector)
function cov(f::GPPP, x::AbstractVector, x′::AbstractVector)
fs_x, vs_x = extract_components(f, x)
fs_x′, vs_x′ = extract_components(f, x′)
return cov(fs_x, fs_x′, vs_x, vs_x′)
end

function AbstractGPs.cov_diag(f::GPPP, x::AbstractVector, x′::AbstractVector)
function var(f::GPPP, x::AbstractVector, x′::AbstractVector)
fs_x, vs_x = extract_components(f, x)
fs_x′, vs_x′ = extract_components(f, x′)
return cov_diag(fs_x, fs_x′, vs_x, vs_x′)
return var(fs_x, fs_x′, vs_x, vs_x′)
end

function AbstractGPs.mean_and_cov(f::GPPP, x::AbstractVector)
function mean_and_cov(f::GPPP, x::AbstractVector)
fs, vs = extract_components(f, x)
return mean_and_cov(fs, vs)
end

function AbstractGPs.mean_and_cov_diag(f::GPPP, x::AbstractVector)
function mean_and_var(f::GPPP, x::AbstractVector)
fs, vs = extract_components(f, x)
return mean_and_cov_diag(fs, vs)
return mean_and_var(fs, vs)
end


Expand Down
8 changes: 4 additions & 4 deletions src/gp/gp.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -24,14 +24,14 @@ wrap(gp::Tgp, gpc::GPC) where {Tgp<:GP} = WrappedGP{Tgp}(gp, gpc)
mean(f::WrappedGP, x::AbstractVector) = mean(f.gp, x)

cov(f::WrappedGP, x::AbstractVector) = cov(f.gp, x)
cov_diag(f::WrappedGP, x::AbstractVector) = cov_diag(f.gp, x)
var(f::WrappedGP, x::AbstractVector) = var(f.gp, x)

cov(f::WrappedGP, x::AbstractVector, x′::AbstractVector) = cov(f.gp, x, x′)
cov_diag(f::WrappedGP, x::AbstractVector, x′::AbstractVector) = cov_diag(f.gp, x, x′)
var(f::WrappedGP, x::AbstractVector, x′::AbstractVector) = var(f.gp, x, x′)

function cov(f::WrappedGP, f′::WrappedGP, x::AbstractVector, x′::AbstractVector)
return f === f′ ? cov(f, x, x′) : zeros(length(x), length(x′))
end
function cov_diag(f::WrappedGP, f′::WrappedGP, x::AbstractVector, x′::AbstractVector)
return f === f′ ? cov_diag(f, x, x′) : zeros(length(x))
function var(f::WrappedGP, f′::WrappedGP, x::AbstractVector, x′::AbstractVector)
return f === f′ ? var(f, x, x′) : zeros(length(x))
end
24 changes: 12 additions & 12 deletions src/sparse_finite_gp.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -40,29 +40,29 @@ end

Base.length(f::SparseFiniteGP) = length(f.fobs)

AbstractGPs.mean(f::SparseFiniteGP) = mean(f.fobs)
mean(f::SparseFiniteGP) = mean(f.fobs)

const __covariance_error = "The covariance matrix of a sparse GP can often be dense and " *
"can cause the computer to run out of memory. If you are sure you have enough " *
"memory, you can use `cov(f.fobs)`."

AbstractGPs.cov(f::SparseFiniteGP) = error(__covariance_error)
cov(f::SparseFiniteGP) = error(__covariance_error)

AbstractGPs.marginals(f::SparseFiniteGP) = marginals(f.fobs)
marginals(f::SparseFiniteGP) = marginals(f.fobs)

AbstractGPs.rand(rng::AbstractRNG, f::SparseFiniteGP, N::Int) = rand(rng, f.fobs, N)
AbstractGPs.rand(f::SparseFiniteGP, N::Int) = rand(Random.GLOBAL_RNG, f, N)
AbstractGPs.rand(rng::AbstractRNG, f::SparseFiniteGP) = vec(rand(rng, f, 1))
AbstractGPs.rand(f::SparseFiniteGP) = vec(rand(f, 1))
rand(rng::AbstractRNG, f::SparseFiniteGP, N::Int) = rand(rng, f.fobs, N)
rand(f::SparseFiniteGP, N::Int) = rand(Random.GLOBAL_RNG, f, N)
rand(rng::AbstractRNG, f::SparseFiniteGP) = vec(rand(rng, f, 1))
rand(f::SparseFiniteGP) = vec(rand(f, 1))

AbstractGPs.elbo(f::SparseFiniteGP, y::AV{<:Real}) = elbo(f.fobs, y, f.finducing)
elbo(f::SparseFiniteGP, y::AV{<:Real}) = elbo(f.fobs, y, f.finducing)

AbstractGPs.logpdf(f::SparseFiniteGP, y::AV{<:Real}) = elbo(f.fobs, y, f.finducing)
logpdf(f::SparseFiniteGP, y::AV{<:Real}) = elbo(f.fobs, y, f.finducing)

function AbstractGPs.logpdf(f::SparseFiniteGP, Y::AbstractMatrix{<:Real})
function logpdf(f::SparseFiniteGP, Y::AbstractMatrix{<:Real})
return map(y -> logpdf(f, y), eachcol(Y))
end

function AbstractGPs.posterior(f::SparseFiniteGP, y::AbstractVector{<:Real})
return AbstractGPs.approx_posterior(AbstractGPs.VFE(), f.fobs, y, f.finducing)
function posterior(f::SparseFiniteGP, y::AbstractVector{<:Real})
return approx_posterior(AbstractGPs.VFE(), f.fobs, y, f.finducing)
end
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4 comments on commit b4e2d20

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Error while trying to register: Changing package repo URL not allowed, please submit a pull request with the URL change to the target registry and retry.

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Registration pull request created: JuliaRegistries/General/33452

After the above pull request is merged, it is recommended that a tag is created on this repository for the registered package version.

This will be done automatically if the Julia TagBot GitHub Action is installed, or can be done manually through the github interface, or via:

git tag -a v0.7.1 -m "<description of version>" b4e2d20f973a0816272fdf07bdd5896a614b99e1
git push origin v0.7.1

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