ApproximateGPs.jl icon indicating copy to clipboard operation
ApproximateGPs.jl copied to clipboard

Pathwise Sampling (Take 2)

Open rossviljoen opened this issue 3 years ago • 2 comments

Supersedes #65, Closes #7

Implements pathwise sampling of functions from sparse GP posteriors from [1]

[1] https://arxiv.org/abs/2002.09309


TODO:

  • Remove example before merging and move it to a new PR

rossviljoen avatar Feb 27 '22 03:02 rossviljoen

Docs build will fail because of #105

EDIT: I think I will just remove the example from this PR and add it in a separate one once this is merged and tagged

rossviljoen avatar Feb 27 '22 03:02 rossviljoen

Codecov Report

Merging #112 (41eb95e) into master (e8513ad) will decrease coverage by 0.36%. The diff coverage is 93.18%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #112      +/-   ##
==========================================
- Coverage   95.78%   95.42%   -0.37%     
==========================================
  Files           4        5       +1     
  Lines         285      328      +43     
==========================================
+ Hits          273      313      +40     
- Misses         12       15       +3     
Impacted Files Coverage Δ
src/PathwiseSamplingModule.jl 86.95% <86.95%> (ø)
src/SparseVariationalApproximationModule.jl 96.96% <100.00%> (+0.76%) :arrow_up:

Continue to review full report at Codecov.

Legend - Click here to learn more Δ = absolute <relative> (impact), ø = not affected, ? = missing data Powered by Codecov. Last update e8513ad...41eb95e. Read the comment docs.

codecov[bot] avatar Feb 27 '22 03:02 codecov[bot]