BayesOpt / src / gaussian_process.cpp

Author Commit Message Labels Comments Date
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Error handling in kernel, mean and criterion functions
Tags
v0.5.1
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Adding parameters to criteria. Adding Lizotte's EI.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Adding conditional compiling for test display
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Solved bug in gaussian process
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Gaussian process ml working!
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
New likelihood model for kernel parameters. Adding some forgotten files.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Refactoring namespaces. Improve criteria factory.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Refactoring namespaces. Cleaning dependencies in distributions.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Working on a new interface for kernels.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Adding new criterion. Few minor corrections.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Minor changes
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Minor bugs in likelihood computation.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Refactoring process to separate distribution computations
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Separate stochastic process from distribution. Minor penalty.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Cleanup interfaces. Added more smart pointers. Moved metacriteria to new files. Remove incremental inverse matrix for gaussian process, cholesky version is alwasy more efficient.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Added new logging system. Added smart pointer for surrogate function. Cleaned surrogate function interface.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Optimized cholesky version of GP_IGN.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Improvements on documentation
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Parameters allow for multiple kernel hyperparameters (ARD). Added documentation in several files.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Cleaning code and refactoring the criteria component.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Solved bug in the computation of inverse correlation. Current implementation works but it is highly inefficient.
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Major bug in covariance matrix update. Now it is done in using cholesky decomposition (more efficient).
Ruben Martinez-Cantin avatarRuben Martinez-Cantin
Refactoring with proper naming
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