MGP

[javdrher]

In-house version of #60 . Full credits to @nknudde for implementing this.

I already took care of merging #64 and derived the MGP from it. Also introduced a tf_wraps file for the rowwise_gradients. To be merged after releasing.

[codecov-io]

Codecov Report

Merging #65 into master will increase coverage by 0.01%. The diff coverage is 100%.

@@            Coverage Diff            @@
##           master     #65      +/-   ##
=========================================
+ Coverage   99.78%   99.8%   +0.01%     
=========================================
  Files          16      18       +2     
  Lines         928    1004      +76     
=========================================
+ Hits          926    1002      +76     
  Misses          2       2

Impacted Files	Coverage Δ
GPflowOpt/acquisition/ei.py	100% <ø> (ø)	:arrow_up:
GPflowOpt/__init__.py	100% <100%> (ø)	:arrow_up:
GPflowOpt/acquisition/acquisition.py	100% <100%> (ø)	:arrow_up:
GPflowOpt/models.py	100% <100%> (ø)
GPflowOpt/scaling.py	100% <100%> (ø)	:arrow_up:
GPflowOpt/tf_wraps.py	100% <100%> (ø)

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[icouckuy]

I skipped the ModelWrapper class in my review as it is a separate PR #64

[javdrher]

I'd like to comment that this isnt to be merged until GPflow/GPflow#480 is addressed, or we hack some way around it.

[icouckuy]

@nknudde what's the state on this? Is it more compatible with GPflow 1.0?

Or is using MCMC to marginalize hyperparameters fast and accurate enough?