Updates to variational inference, experimental Pyro integration, minor bug fixes

Variational inference has been refactored

• Easier to experiment with different variational approximations
• Massive performance improvement for SV-DKL

Experimental Pyro integration for variational inference

• See the example Pyro notebooks

Lots of tiny bug fixes

(Too many to name, but everything should be better 😬)

0.1.0.rc2

0.1.0.rc2

Beta rough cut (0.1.0.rc1)

Beta release

GPyTorch is now available on pip! pip install gpytorch.

Important! This release requires the preview build of PyTorch (>= 1.0). You should either build from source or install pytorch-nightly. See the PyTorch docs for specific installation instructions.

If you were previously using GPyTorch, see the migration guide to help you move over.

What's new

• Batch mode: it is possible to train multiple GPs simultaneously
• Improved multitask models

Breaking changes

• gpytorch.random_variables have been replaced by gpytorch.distributions. These build upon PyTorch distributions.
  • gpytorch.random_variables.GaussianRandomVariable -> gpytorch.distributions.MultivariateNormal.
  • gpytorch.random_variables.MultitaskGaussianRandomVariable -> gpytorch.distributions.MultitaskMultivariateNormal.

Utilities

• gpytorch.utils.scale_to_bounds is now gpytorch.utils.grid.scale_to_bounds

Kernels

• GridInterpolationKernel, GridKernel, InducingPointKernel - the attribute base_kernel_module has become base_kernel (for consistency)
• AdditiveGridInterpolationKernel no longer exists. Now use `AdditiveStructureKernel(GridInterpolationKernel(...))
• MultiplicativeGridInterpolationKernel no longer exists. Now use ProductStructureKernel(GridInterpolationKernel(...))`.

Attributes (n_* -> num_*)

• IndexKernel: n_tasks -> num_tasks
• LCMKernel: n_tasks -> num_tasks
• MultitaskKernel: n_tasks -> num_tasks
• MultitaskGaussianLikelihood: n_tasks -> num_tasks
• SoftmaxLikelihood: n_features -> num_features
• MultitaskMean: n_tasks -> num_tasks
• VariationalMarginalLogLikelihood: n_data -> num_data
• SpectralMixtureKernel: n_dimensions -> ard_num_dims, n_mixtures -> num_mixtures

Old GPyTorch (Alpha)

Alpha release

We strongly encourage you to check out our beta release for lots of improvements!
However, if you still need an old version, or need to use PyTorch 0.4, you can install this release.