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Fix bug in GP Periodic and WrappedPeriodic kernel full method #6952

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merged 1 commit into from
Oct 22, 2023

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lucianopaz
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@lucianopaz lucianopaz commented Oct 13, 2023

Closes #6951

The expand_dims order was wrong for the Periodic and WrappedPeriodic kernels. I added few tests to assert the full method returns the proper axis ordering.

Checklist

Major / Breaking Changes

  • ...

New features

  • ...

Bugfixes

  • Fixed Periodic and WrappedPeriodic covariance kernel full method. A bug was introduced in version 5.7.0 that made full return the transposed covariance matrix.

Documentation

  • ...

Maintenance

  • ...

📚 Documentation preview 📚: https://pymc--6952.org.readthedocs.build/en/6952/

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codecov bot commented Oct 13, 2023

Codecov Report

Merging #6952 (0a628ff) into main (cb64480) will decrease coverage by 0.66%.
Report is 6 commits behind head on main.
The diff coverage is 100.00%.

Additional details and impacted files

Impacted file tree graph

@@            Coverage Diff             @@
##             main    #6952      +/-   ##
==========================================
- Coverage   91.29%   90.63%   -0.66%     
==========================================
  Files         100      100              
  Lines       16858    16858              
==========================================
- Hits        15391    15280     -111     
- Misses       1467     1578     +111     
Files Coverage Δ
pymc/gp/cov.py 98.00% <100.00%> (ø)

... and 9 files with indirect coverage changes

@ricardoV94 ricardoV94 added GP Gaussian Process bug labels Oct 18, 2023
@ricardoV94 ricardoV94 changed the title Swap expand_dims of Periodic and WrappedPeriodic kernel full method Fix bug in Periodic and WrappedPeriodic kernel full method Oct 18, 2023
@ricardoV94 ricardoV94 changed the title Fix bug in Periodic and WrappedPeriodic kernel full method Fix bug in GP Periodic and WrappedPeriodic kernel full method Oct 18, 2023
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Reran the failed tests and they passed this time, so, cool

@twiecki twiecki merged commit e0c9c64 into pymc-devs:main Oct 22, 2023
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BUG: pymc.gp.cov.Periodic.full returns transposed covariance matrix
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