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NEWS

This document came into existence as of version 0.6. It should document breaking changes between versions, and discuss new features.

If you find a breaking change this is not reported here, please either raise an issue or make a PR to ammend this document.

0.8.0

Breaking Changes

This version contains some re-naming, specifically

  • WrappedGP -> AtomicGP,
  • wrap -> atomic, and
  • CompositeGP -> DerivedGP, which better reflect what these types / functions represent in the context of a GPPP. It's possible that you've never interacted with them, in which case there's nothing to worry about.

Lots of code has been moved around in order to better organise everything.

A method of vcat has been added to build BlockData from GPPPInputs. This can make your code look a bit nicer, so you might want to use it.

Additionally, this package no longer depends explicitly upon Zygote or ZygoteRules. Instead, all AD rules that are needed use ChainRulesCore directly.

Deprecations mentioned in the 0.7 release have also been dropped.

0.7.16

  • Deprecate approx_posterior in favour of posterior. This is being removed because it has been removed in AbstractGPs in favour of posterior. It will be entirely removed in the next breaking release.
  • Remove some redundant testing infrastructure and tidy up the file structure slightly.

0.7.15

Enable WrappedGP to work with any AbstractGP, not just the GP type.

0.7.14

AbstractGPs now takes care of everything sparsity-related. Consequently, Stheno no longer tests anything ELBO-related, and the functionality you get will depend entirely upon which version of AbstractGPs you're using.

0.7.0

Breaking changes

This version contains a large number of very breaking changes -- some of the basics of the package have completely changed. The over-riding concern has been to make Stheno work well with the AbstractGPs API. Of particular note is the new GPPP / GaussianProcessProbabilisticProgramme type, which represents a collection of processes and treats them as a single AbstractGP.

  • The GaussianProcessProbabilisticProgramme type has been introduced, and is the new recommended way to work with Stheno.jl. See its docstring, README, and the examples directory for details.
  • The @model macro is gone, and has been replaced with the @gppp macro. This new macro has quite different functionality, and produces a GPPP object.
  • Stheno's own kernels have been replaced by ones from KernelFunctions.jl. This has removed a lot of code from the repo, but completely changes the function calls required to build GPs. To upgrade, consult KernelFunctions.jl for equivalent kernels.
  • Stheno's internal GP type has been replaced with a wrapper type WrappedGP for AbstractGPs.
  • Stheno's internal conditioning and approximate-conditioning functionality has been entirely removed, in favour of using AbstractGPs posterior and approx_posterior directly on entire GPPPs. This much simpler approach generally makes for correspondingly simpler code.

New Features

  • Kernels defined using KernelFunctions.jl should all work now.
  • The @gppp macro.
  • New GPPPInput type for working with GPPPs.
  • BlockData exported for working with multiple processes in a GPPP at once.

0.6.1

  • Fixed performance bug in reverse-mode gradient computation for the ELBO, whereby an O(N^3) computation happened in cases where it shouldn't.

0.6.0

Breaking changes

  • Lower-case kernel constructors (eq(), eq(l), etc) are deprecated in favour of directly constructing the types via their upper-case names (EQ() etc), and the convenience function kernel(EQ(); l=0.1, s=1.1). The previous design was hard to maintain and somewhat opaque. The new design is self-consistent and entirely straightforward to maintain.

New Features

  • Documentation is significantly improved in the form of many additional docstrings and a couple of new pages of documentation in the docs.