Try #127:

.buildkite/pipeline.yml

@@ -1,5 +1,6 @@
 env:
-  JULIA_VERSION: "1.5.4"
+  JULIA_VERSION: "1.6.2"
+  JULIA_MINOR_VERSION: "1.6"
   OPENBLAS_NUM_THREADS: 1
   GKSwstype: nul
 
@@ -29,7 +30,7 @@ steps:
 
       mkdir examples/Lorenz/depot
       export JULIA_DEPOT_PATH="$$(pwd)/examples/Lorenz/depot:$$JULIA_DEPOT_PATH"
-      
+
       julia --color=yes --project -e '
         println("--- Instantiating Project")
         using Pkg;
@@ -44,7 +45,7 @@ steps:
       config: cpu
       queue: central
       slurm_ntasks: 1
-  
+
   - label: "Gaussian Process Emulator"
     key: "gaussian_process_emulator"
     command: |
@@ -75,7 +76,7 @@ steps:
       config: cpu
       queue: central
       slurm_ntasks: 1
- 
+
   - label: "Cloudy"
     key: "cloudy"
     command: |

Manifest.toml

@@ -1,79 +1,38 @@
 # This file is machine-generated - editing it directly is not advised
 
-[[AMD]]
-deps = ["Libdl", "LinearAlgebra", "SparseArrays", "Test"]
-git-tree-sha1 = "fc66ffc5cff568936649445f58a55b81eaf9592c"
-uuid = "14f7f29c-3bd6-536c-9a0b-7339e30b5a3e"
-version = "0.4.0"
-
-[[AbstractTrees]]
-git-tree-sha1 = "03e0550477d86222521d254b741d470ba17ea0b5"
-uuid = "1520ce14-60c1-5f80-bbc7-55ef81b5835c"
-version = "0.3.4"
-
 [[Adapt]]
 deps = ["LinearAlgebra"]
-git-tree-sha1 = "84918055d15b3114ede17ac6a7182f68870c16f7"
+git-tree-sha1 = "af92965fb30777147966f58acb05da51c5616b5f"
 uuid = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
-version = "3.3.1"
+version = "3.3.3"
 
 [[ArgTools]]
 uuid = "0dad84c5-d112-42e6-8d28-ef12dabb789f"
 
 [[ArrayInterface]]
 deps = ["Compat", "IfElse", "LinearAlgebra", "Requires", "SparseArrays", "Static"]
-git-tree-sha1 = "265b06e2b1f6a216e0e8f183d28e4d354eab3220"
+git-tree-sha1 = "1ee88c4c76caa995a885dc2f22a5d548dfbbc0ba"
 uuid = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
-version = "3.2.1"
+version = "3.2.2"
 
 [[Artifacts]]
 uuid = "56f22d72-fd6d-98f1-02f0-08ddc0907c33"
 
 [[Base64]]
 uuid = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
 
-[[BenchmarkTools]]
-deps = ["JSON", "Logging", "Printf", "Profile", "Statistics", "UUIDs"]
-git-tree-sha1 = "940001114a0147b6e4d10624276d56d531dd9b49"
-uuid = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
-version = "1.2.2"
-
-[[BinaryProvider]]
-deps = ["Libdl", "Logging", "SHA"]
-git-tree-sha1 = "ecdec412a9abc8db54c0efc5548c64dfce072058"
-uuid = "b99e7846-7c00-51b0-8f62-c81ae34c0232"
-version = "0.5.10"
-
-[[Bzip2_jll]]
-deps = ["Artifacts", "JLLWrappers", "Libdl", "Pkg"]
-git-tree-sha1 = "19a35467a82e236ff51bc17a3a44b69ef35185a2"
-uuid = "6e34b625-4abd-537c-b88f-471c36dfa7a0"
-version = "1.0.8+0"
-
 [[ChainRulesCore]]
 deps = ["Compat", "LinearAlgebra", "SparseArrays"]
-git-tree-sha1 = "4c26b4e9e91ca528ea212927326ece5918a04b47"
+git-tree-sha1 = "926870acb6cbcf029396f2f2de030282b6bc1941"
 uuid = "d360d2e6-b24c-11e9-a2a3-2a2ae2dbcce4"
-version = "1.11.2"
+version = "1.11.4"
 
 [[ChangesOfVariables]]
 deps = ["ChainRulesCore", "LinearAlgebra", "Test"]
 git-tree-sha1 = "bf98fa45a0a4cee295de98d4c1462be26345b9a1"
 uuid = "9e997f8a-9a97-42d5-a9f1-ce6bfc15e2c0"
 version = "0.1.2"
 
-[[CodecBzip2]]
-deps = ["Bzip2_jll", "Libdl", "TranscodingStreams"]
-git-tree-sha1 = "2e62a725210ce3c3c2e1a3080190e7ca491f18d7"
-uuid = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
-version = "0.7.2"
-
-[[CodecZlib]]
-deps = ["TranscodingStreams", "Zlib_jll"]
-git-tree-sha1 = "ded953804d019afa9a3f98981d99b33e3db7b6da"
-uuid = "944b1d66-785c-5afd-91f1-9de20f533193"
-version = "0.7.0"
-
 [[CommonSubexpressions]]
 deps = ["MacroTools", "Test"]
 git-tree-sha1 = "7b8a93dba8af7e3b42fecabf646260105ac373f7"
@@ -96,16 +55,10 @@ git-tree-sha1 = "6cdc8832ba11c7695f494c9d9a1c31e90959ce0f"
 uuid = "8f4d0f93-b110-5947-807f-2305c1781a2d"
 version = "1.6.0"
 
-[[Convex]]
-deps = ["AbstractTrees", "BenchmarkTools", "LDLFactorizations", "LinearAlgebra", "MathOptInterface", "OrderedCollections", "SparseArrays", "Test"]
-git-tree-sha1 = "145c5e0b3ea3c9dd3bba134a58bab4112aa250c8"
-uuid = "f65535da-76fb-5f13-bab9-19810c17039a"
-version = "0.14.18"
-
 [[Crayons]]
-git-tree-sha1 = "3f71217b538d7aaee0b69ab47d9b7724ca8afa0d"
+git-tree-sha1 = "b618084b49e78985ffa8422f32b9838e397b9fc2"
 uuid = "a8cc5b0e-0ffa-5ad4-8c14-923d3ee1735f"
-version = "4.0.4"
+version = "4.1.0"
 
 [[DataAPI]]
 git-tree-sha1 = "cc70b17275652eb47bc9e5f81635981f13cea5c8"
@@ -188,10 +141,8 @@ uuid = "2904ab23-551e-5aed-883f-487f97af5226"
 version = "0.2.2"
 
 [[EnsembleKalmanProcesses]]
-deps = ["Convex", "Distributions", "DocStringExtensions", "LinearAlgebra", "Random", "SCS", "SparseArrays", "Statistics", "StatsBase"]
-git-tree-sha1 = "8d64c688e053de72dbe24d3ecc2945ee51c8930c"
-repo-rev = "main"
-repo-url = "https://github.com/CliMA/EnsembleKalmanProcesses.jl"
+deps = ["Distributions", "DocStringExtensions", "LinearAlgebra", "Random", "Statistics", "StatsBase"]
+git-tree-sha1 = "4a0fb4cd1831d0cb630c63da0c1f1fbf50670bad"
 uuid = "aa8a2aa5-91d8-4396-bcef-d4f2ec43552d"
 version = "0.1.2"
 
@@ -282,12 +233,6 @@ git-tree-sha1 = "8076680b162ada2a031f707ac7b4953e30667a37"
 uuid = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 version = "0.21.2"
 
-[[LDLFactorizations]]
-deps = ["AMD", "LinearAlgebra", "SparseArrays", "Test"]
-git-tree-sha1 = "399bbe845e06e1c2d44ebb241f554d45eaf66788"
-uuid = "40e66cde-538c-5869-a4ad-c39174c6795b"
-version = "0.8.1"
-
 [[LibCURL]]
 deps = ["LibCURL_jll", "MozillaCACerts_jll"]
 uuid = "b27032c2-a3e7-50c8-80cd-2d36dbcbfd21"
@@ -336,12 +281,6 @@ version = "0.5.9"
 deps = ["Base64"]
 uuid = "d6f4376e-aef5-505a-96c1-9c027394607a"
 
-[[MathOptInterface]]
-deps = ["BenchmarkTools", "CodecBzip2", "CodecZlib", "JSON", "LinearAlgebra", "MutableArithmetics", "OrderedCollections", "Printf", "SparseArrays", "Test", "Unicode"]
-git-tree-sha1 = "92b7de61ecb616562fd2501334f729cc9db2a9a6"
-uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
-version = "0.10.6"
-
 [[MbedTLS_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "c8ffd9c3-330d-5841-b78e-0817d7145fa1"
@@ -358,12 +297,6 @@ uuid = "a63ad114-7e13-5084-954f-fe012c677804"
 [[MozillaCACerts_jll]]
 uuid = "14a3606d-f60d-562e-9121-12d972cd8159"
 
-[[MutableArithmetics]]
-deps = ["LinearAlgebra", "SparseArrays", "Test"]
-git-tree-sha1 = "7bb6853d9afec54019c1397c6eb610b9b9a19525"
-uuid = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
-version = "0.3.1"
-
 [[NLSolversBase]]
 deps = ["DiffResults", "Distributed", "FiniteDiff", "ForwardDiff"]
 git-tree-sha1 = "50310f934e55e5ca3912fb941dec199b49ca9b68"
@@ -378,10 +311,6 @@ version = "0.3.6"
 [[NetworkOptions]]
 uuid = "ca575930-c2e3-43a9-ace4-1e988b2c1908"
 
-[[OpenBLAS_jll]]
-deps = ["Artifacts", "CompilerSupportLibraries_jll", "Libdl"]
-uuid = "4536629a-c528-5b80-bd46-f80d51c5b363"
-
 [[OpenLibm_jll]]
 deps = ["Artifacts", "Libdl"]
 uuid = "05823500-19ac-5b8b-9628-191a04bc5112"
@@ -394,9 +323,9 @@ version = "0.5.5+0"
 
 [[Optim]]
 deps = ["Compat", "FillArrays", "ForwardDiff", "LineSearches", "LinearAlgebra", "NLSolversBase", "NaNMath", "Parameters", "PositiveFactorizations", "Printf", "SparseArrays", "StatsBase"]
-git-tree-sha1 = "35d435b512fbab1d1a29138b5229279925eba369"
+git-tree-sha1 = "916077e0f0f8966eb0dc98a5c39921fdb8f49eb4"
 uuid = "429524aa-4258-5aef-a3af-852621145aeb"
-version = "1.5.0"
+version = "1.6.0"
 
 [[OrderedCollections]]
 git-tree-sha1 = "85f8e6578bf1f9ee0d11e7bb1b1456435479d47c"
@@ -439,9 +368,9 @@ version = "0.2.4"
 
 [[Preferences]]
 deps = ["TOML"]
-git-tree-sha1 = "00cfd92944ca9c760982747e9a1d0d5d86ab1e5a"
+git-tree-sha1 = "2cf929d64681236a2e074ffafb8d568733d2e6af"
 uuid = "21216c6a-2e73-6563-6e65-726566657250"
-version = "1.2.2"
+version = "1.2.3"
 
 [[PrettyTables]]
 deps = ["Crayons", "Formatting", "Markdown", "Reexport", "Tables"]
@@ -453,10 +382,6 @@ version = "1.3.1"
 deps = ["Unicode"]
 uuid = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 
-[[Profile]]
-deps = ["Printf"]
-uuid = "9abbd945-dff8-562f-b5e8-e1ebf5ef1b79"
-
 [[ProgressMeter]]
 deps = ["Distributed", "Printf"]
 git-tree-sha1 = "afadeba63d90ff223a6a48d2009434ecee2ec9e8"
@@ -511,24 +436,6 @@ git-tree-sha1 = "68db32dff12bb6127bac73c209881191bf0efbb7"
 uuid = "f50d1b31-88e8-58de-be2c-1cc44531875f"
 version = "0.3.0+0"
 
-[[SCS]]
-deps = ["BinaryProvider", "Libdl", "LinearAlgebra", "MathOptInterface", "Requires", "SCS_GPU_jll", "SCS_jll", "SparseArrays"]
-git-tree-sha1 = "c819d023621358f3c08f08d41bd9354cf1357d35"
-uuid = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
-version = "0.8.1"
-
-[[SCS_GPU_jll]]
-deps = ["Artifacts", "JLLWrappers", "Libdl", "OpenBLAS_jll", "Pkg"]
-git-tree-sha1 = "a96402e3b494a8bbec61b1adb86d4be04112c646"
-uuid = "af6e375f-46ec-5fa0-b791-491b0dfa44a4"
-version = "2.1.4+0"
-
-[[SCS_jll]]
-deps = ["Artifacts", "JLLWrappers", "Libdl", "OpenBLAS_jll", "Pkg"]
-git-tree-sha1 = "66c07568ecec96260aaac194ee1e5ee8df62f386"
-uuid = "f4f2fc5b-1d94-523c-97ea-2ab488bedf4b"
-version = "2.1.4+0"
-
 [[SHA]]
 uuid = "ea8e919c-243c-51af-8825-aaa63cd721ce"
 
@@ -578,24 +485,24 @@ version = "0.4.1"
 
 [[StaticArrays]]
 deps = ["LinearAlgebra", "Random", "Statistics"]
-git-tree-sha1 = "3c76dde64d03699e074ac02eb2e8ba8254d428da"
+git-tree-sha1 = "88a559da57529581472320892576a486fa2377b9"
 uuid = "90137ffa-7385-5640-81b9-e52037218182"
-version = "1.2.13"
+version = "1.3.1"
 
 [[Statistics]]
 deps = ["LinearAlgebra", "SparseArrays"]
 uuid = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 
 [[StatsAPI]]
-git-tree-sha1 = "0f2aa8e32d511f758a2ce49208181f7733a0936a"
+git-tree-sha1 = "d88665adc9bcf45903013af0982e2fd05ae3d0a6"
 uuid = "82ae8749-77ed-4fe6-ae5f-f523153014b0"
-version = "1.1.0"
+version = "1.2.0"
 
 [[StatsBase]]
 deps = ["DataAPI", "DataStructures", "LinearAlgebra", "LogExpFunctions", "Missings", "Printf", "Random", "SortingAlgorithms", "SparseArrays", "Statistics", "StatsAPI"]
-git-tree-sha1 = "2bb0cb32026a66037360606510fca5984ccc6b75"
+git-tree-sha1 = "51383f2d367eb3b444c961d485c565e4c0cf4ba0"
 uuid = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
-version = "0.33.13"
+version = "0.33.14"
 
 [[StatsFuns]]
 deps = ["ChainRulesCore", "InverseFunctions", "IrrationalConstants", "LogExpFunctions", "Reexport", "Rmath", "SpecialFunctions"]
@@ -631,12 +538,6 @@ uuid = "a4e569a6-e804-4fa4-b0f3-eef7a1d5b13e"
 deps = ["InteractiveUtils", "Logging", "Random", "Serialization"]
 uuid = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
-[[TranscodingStreams]]
-deps = ["Random", "Test"]
-git-tree-sha1 = "216b95ea110b5972db65aa90f88d8d89dcb8851c"
-uuid = "3bb67fe8-82b1-5028-8e26-92a6c54297fa"
-version = "0.9.6"
-
 [[UUIDs]]
 deps = ["Random", "SHA"]
 uuid = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"

Project.toml

@@ -16,6 +16,9 @@ ScikitLearn = "3646fa90-6ef7-5e7e-9f22-8aca16db6324"
 Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 
+[compat]
+julia = "~1.6"
+
 [extras]
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

examples/Cloudy/Cloudy_example.jl

@@ -18,7 +18,7 @@ using Random
 
 # Import Calibrate-Emulate-Sample modules
 using CalibrateEmulateSample.EnsembleKalmanProcessModule
-using CalibrateEmulateSample.GaussianProcessEmulator
+using CalibrateEmulateSample.Emulators
 using CalibrateEmulateSample.MarkovChainMonteCarlo
 using CalibrateEmulateSample.Observations
 using CalibrateEmulateSample.Utilities
@@ -204,22 +204,31 @@ println(mean(get_u_final(ekiobj), dims=2))
 ###  Emulate: Gaussian Process Regression
 ###
 
-gppackage = GaussianProcessEmulator.GPJL()
-pred_type = GaussianProcessEmulator.YType()
+gppackage = Emulators.GPJL()
+pred_type = Emulators.YType()
+gauss_proc = GaussianProcess(
+    gppackage; 
+    kernel=nothing, # use default squared exponential kernel
+    prediction_type=pred_type, 
+    noise_learn=false
+)
 
 # Get training points
 input_output_pairs = Utilities.get_training_points(ekiobj, N_iter)
-normalized = true
-gpobj = GaussianProcessEmulator.GaussianProcess(input_output_pairs, gppackage; GPkernel=nothing, 
-                                                obs_noise_cov=Γy, normalized=normalized, 
-                                                noise_learn=false, prediction_type=pred_type)
+emulator = Emulator(
+    gauss_proc,
+    input_output_pairs,
+    obs_noise_cov=Γy,
+    normalize_inputs=true
+)
+optimize_hyperparameters!(emulator)
 
 # Check how well the Gaussian Process regression predicts on the
 # true parameters
-y_mean, y_var = GaussianProcessEmulator.predict(gpobj,
-                                                reshape(transformed_params_true, :, 1),
-                                                transform_to_real=true)
-
+y_mean, y_var = Emulators.predict(
+    emulator, reshape(transformed_params_true, :, 1);
+    transform_to_real=true
+)
 println("GP prediction on true parameters: ")
 println(vec(y_mean))
 println("true data: ")
@@ -244,15 +253,15 @@ max_iter = 2000 # number of steps before checking acc/rej rate for step size det
 yt_sample = truth_sample
 mcmc_test = MarkovChainMonteCarlo.MCMC(yt_sample, Γy, priors, step, u0, max_iter, 
                          mcmc_alg, burnin, svdflag=true)
-new_step = MarkovChainMonteCarlo.find_mcmc_step!(mcmc_test, gpobj, max_iter=max_iter)
+new_step = MarkovChainMonteCarlo.find_mcmc_step!(mcmc_test, emulator, max_iter=max_iter)
 
 # Now begin the actual MCMC
 println("Begin MCMC - with step size ", new_step)
 burnin = 1000
 max_iter = 100000
 mcmc = MarkovChainMonteCarlo.MCMC(yt_sample, Γy, priors, new_step, u0, max_iter, mcmc_alg,
                     burnin, svdflag=true)
-MarkovChainMonteCarlo.sample_posterior!(mcmc, gpobj, max_iter)
+MarkovChainMonteCarlo.sample_posterior!(mcmc, emulator, max_iter)
 
 posterior = MarkovChainMonteCarlo.get_posterior(mcmc)