Code

Add changepoint kernel#357

Code

Closed

jakeyeung wants to merge 26 commits intoJaxGaussianProcesses:mainJaxGaussianProcesses/GPJax:mainfrom jakeyeung:changepoint_kerneljakeyeung/GPJax:changepoint_kernelCopy head branch name to clipboard

+189

Commits

Commits on Aug 10, 2023

• Init commit: changepoint kernel for two RBFs with independent parameters

  jakeyeung

  committed
  6bc8889

  Copy full SHA for 6bc8889

• Rename changepoint_kernel to just changepoint

  jakeyeung

  committed
  a94ac98

  Copy full SHA for a94ac98

Commits on Aug 14, 2023

• Replace boilerplate with standard GPJax boilerplate for 2023

  jakeyeung

  committed
  4e4fab4

  Copy full SHA for 4e4fab4

• Rename function GetFunctionIndex to get_function_index

  jakeyeung

  committed
  6f3c01b

  Copy full SHA for 6f3c01b

• Add SwitchPoint kernel, where you can initialize with a list of two

  Show description for 2fc53e4
  jakeyeung

  committed
  2fc53e4

  Copy full SHA for 2fc53e4

• Remove commented out import

  jakeyeung

  committed
  34598df

  Copy full SHA for 34598df

• Document what is kernels and what is tswitch in SwitchKernel

  jakeyeung

  committed
  21521ad

  Copy full SHA for 21521ad

• Remove ChangePointRBF, since SwitchKernel covers the case of two RBFs

  jakeyeung

  committed
  46366ad

  Copy full SHA for 46366ad

• Rename SwitchKernel to ChangePoint to align with literature

  jakeyeung

  committed
  d779b93

  Copy full SHA for d779b93

Commits on Oct 10, 2023

• Init commit: changepoint kernel for two RBFs with independent parameters

  jakeyeung

  committed
  b71e5f2

  Copy full SHA for b71e5f2

• Rename changepoint_kernel to just changepoint

  jakeyeung

  committed
  0d25c5f

  Copy full SHA for 0d25c5f

• Replace boilerplate with standard GPJax boilerplate for 2023

  jakeyeung

  committed
  f424d6c

  Copy full SHA for f424d6c

• Rename function GetFunctionIndex to get_function_index

  jakeyeung

  committed
  6dede3c

  Copy full SHA for 6dede3c

• Add SwitchPoint kernel, where you can initialize with a list of two

  Show description for 25bc0b7
  jakeyeung

  committed
  25bc0b7

  Copy full SHA for 25bc0b7

• Remove commented out import

  jakeyeung

  committed
  b961221

  Copy full SHA for b961221

• Document what is kernels and what is tswitch in SwitchKernel

  jakeyeung

  committed
  dd4feea

  Copy full SHA for dd4feea

• Remove ChangePointRBF, since SwitchKernel covers the case of two RBFs

  jakeyeung

  committed
  f1ee522

  Copy full SHA for f1ee522

• Rename SwitchKernel to ChangePoint to align with literature

  jakeyeung

  committed
  db264be

  Copy full SHA for db264be

• Add unit test for changepoint kernel: same as combination kernel.

  jakeyeung

  committed
  efeb977

  Copy full SHA for efeb977

• Merge branch 'changepoint_kernel' of github.com:jakeyeung/GPJax into changepoint_kernel

  jakeyeung

  committed
  19a58da

  Copy full SHA for 19a58da

Commits on Oct 11, 2023

• Add citation for ChangePoint kernel.

  jakeyeung

  committed
  443269d

  Copy full SHA for 443269d

• Change inputs x and y to be 1-dimensional as intended.

  jakeyeung

  committed
  07f25c3

  Copy full SHA for 07f25c3

• Remove default argument

  jakeyeung

  committed
  309d51d

  Copy full SHA for 309d51d

• Document the purpose of get_function_index()

  jakeyeung

  committed
  46c52f6

  Copy full SHA for 46c52f6

• Rename variables flst to kernel_options

  jakeyeung

  committed
  127bd6c

  Copy full SHA for 127bd6c

• Raise error if exactly two kernels are not supplied in current

  Show description for ddcd673
  jakeyeung

  committed
  ddcd673

  Copy full SHA for ddcd673