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Commits on Jun 17, 2022

• Enable numpy testing for distributions / bijectors.

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Commits on Jun 13, 2022

• Reduce size of mtgp JIT test. This is testing JIT is working (rather than broadcasting), so the shapes can be smaller.

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Commits on Jun 2, 2022

• Add local measure to discrete distributions. This ensures Discrete distributions transform correctly under bijectors.

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Commits on May 31, 2022

• Add tfp_math.betainc.

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Commits on May 23, 2022

• Improvements to Variational Gaussian Process.

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Commits on Apr 19, 2022

• Ensure that tfp.math.logerfc(x) is correct at zero.

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Commits on Apr 15, 2022

• Update LinearOperatorFullMatrix and LinearOperatorLowerTriangular to expose constructor arguments.

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• Update MTGPRM to be more efficient..

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Commits on Apr 7, 2022

• Use parameter_properties in MultitaskGaussianProcessRegressionModel.

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Commits on Apr 6, 2022

• Improve efficiency of Multi-task Gaussian Process in the presence of observation noise.

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• Fix Softfloor docstring and bijector.

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Commits on Apr 1, 2022

• Use stateless truncated normal sampler everywhere.

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• Remove tfb.Ordered bijector and finite_nondiscrete flags in Distributions.

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Commits on Mar 16, 2022

• Deprecate observations_mask argument in favour of observations_is_missing argument in GPRM.

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Commits on Feb 24, 2022

• Add tfp.experimental.distributions.MultiTaskGaussianProcessRegressionModel

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Commits on Feb 11, 2022

• Add tfp.experimental.psd_kernels.AdditiveKernel.

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Commits on Feb 9, 2022

• Add tfp.math.psd_kernels.SpectralMixture.

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• Add experimental multi-task kernels and multi-task GPs.

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Commits on Oct 26, 2021

• Modernize bijector_properties_test to use parameter_properties.

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• Add ChangePoint kernel.

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• Add StudentTProcessRegressionModel to stochastic_process_test

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Commits on Oct 21, 2021

• Add tfd.StudentTProcessRegressionModel.

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Commits on Oct 19, 2021

• Use auto-implemented batch_shape and batch_shape_tensor methods in VariationalGaussianProcess.

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Commits on Oct 13, 2021

• Add assertion that exponent is an integer in Polynomial Kernel.

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• Using retrying_cholesky in stochastic_process_properties_test to ensurerobust cholesky factorizations.

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Commits on Oct 12, 2021

• BUGFIX: Fix GeneralizedMatern kernel when inputs to apply and matrix are the same.

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• Add cholesky_fn argument to GaussianProcessRegressionModel.

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Commits on Oct 9, 2021

• Add Slicing support for PositiveSemidefiniteKernel.

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Commits on Oct 1, 2021

• Add inverse_length_scale parameter to kernels.

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Commits on Sep 21, 2021

• Fix LinearOperator to ensure that the JAX version doesn't rely on the Numpy backend.

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Commits on Sep 15, 2021

• Update LinearOperatorKronecker

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• Propagate name argument of TransformedVariable (before name was ignored).

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Commits on Sep 8, 2021

• Update LinearOperatorKronecker to be compatible in the JAX/Numpy backends.

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• Disable sharded_test.py in JAX backend.

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Commits on Sep 4, 2021

• Update LinearOperatorKronecker.

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