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Gaussian processes via gpytorch#782

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BenjaminBossan merged 77 commits intomasterskorch-dev/skorch:masterfrom feature/gaussian-processes-via-gpytorchskorch-dev/skorch:feature/gaussian-processes-via-gpytorchCopy head branch name to clipboardOct 9, 2021

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Commits on Mar 26, 2021

• [WIP] First working implementation of GPs

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Commits on Mar 28, 2021

• Minor changes

  

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• Don't reinitialize uninitialized net bc set_params

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• Move cb_params update, improve comment

  

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Commits on Mar 29, 2021

• Update notebook with a warning on init likelihood

  

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• Remove unnecessary imports

  

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• Simplify initialize_* methods

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• Add first few unit tests

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• Add unit test for set_params on uninitialized net

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Commits on Mar 30, 2021

• Print only when verbose

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• Remove init code related to likelihood

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• Further clean up of set_params re-initialization

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• Add more tests for re-initialization logic

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Commits on Mar 31, 2021

• Rework logic of creating custom modules/optimizers

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Commits on Apr 1, 2021

• Add battery of tests for custom modules/optimizers

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• Implement changes to make tests pass

  

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• [WIP] Update CHANGES

  

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• Merge branch 'changed/refactor-init-more-consistency-custom-modules' into feature/gpytorch-integration-copy

  

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• Simplify implementation based on refactoring

  

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• [WIP] Document an edge case not covered yet

  

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• Remove _PYTORCH_COMPONENTS global

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Commits on Apr 2, 2021

• Update documentation reflecting the changes

  

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Commits on Apr 3, 2021

• All optimizers perform updates automatically

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Commits on Apr 5, 2021

• Address reviewer comments

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Commits on Apr 7, 2021

• Merge branch 'changed/refactor-init-more-consistency-custom-modules' into feature/gpytorch-integration-copy

  

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• Further updates based on new skorch refactoring

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Commits on Apr 8, 2021

• Fix corner case with pre-initialized modules

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• Merge branch 'changed/refactor-init-more-consistency-custom-modules' into feature/gpytorch-integration-copy

  

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• Activate test about initialization message

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Commits on Apr 9, 2021

• Extend test coverage, fix a typo

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• Custom modules are set to train/eval mode

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• Merge branch 'changed/refactor-init-more-consistency-custom-modules' into feature/gpytorch-integration-copy

  

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• Update docs about train/eval mode

  

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• Update notebook

  

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• Move tests around, add comment about multioutput

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Commits on Apr 10, 2021

• Complete docstrings

  

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• Complete entries in CHANGES.md

  

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• Merge branch 'changed/refactor-init-more-consistency-custom-modules' into feature/gpytorch-integration-copy

  

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Commits on Apr 12, 2021

• Complete docs, docstrings, fix linting

  

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• check_is_fitted also checks for likelihood_

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• Fix a bug when likelihood/module are initialized

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Commits on Apr 13, 2021

• Update notebook

  

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• Update README

  

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Commits on Apr 18, 2021

• Add documentation rst files

  

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Commits on Apr 23, 2021

• Merge branch 'master' into changed/refactor-init-more-consistency-custom-modules

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Commits on Apr 24, 2021

• Reviewer comment: Consider virtual params

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• Reviewer comment: Docs: No need to return self

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• Reviewer comment: Docs: explain NeuralNet.predict

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• Reviewer comment: Docs: When not calling super

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• Reviewer comment: get_all_learnable_params

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• Reviewer comment: facilitate module initialization

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• Merge branch 'changed/refactor-init-more-consistency-custom-modules' into feature/gpytorch-integration-copy

  

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Commits on Jun 13, 2021

• Merge branch 'master' into feature/gpytorch-integration-copy

  

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• Fix a bug that led to double-registration

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• Merge branch 'bugfix/module-double-registration-after-clone' into feature/gpytorch-integration-copy

  

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Commits on Jun 16, 2021

• Increment gpytorch minimum version

  

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• [WIP] Try to fix some tests

  

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Commits on Jun 20, 2021

• Fix duplicate parameter bug

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• Merge branch 'master' into feature/gaussian-processes-via-gpytorch

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• Revert changes in test_net.py

  

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• Merge branch 'feature/gaussian-processes-via-gpytorch' of https://github.com/skorch-dev/skorch into feature/gaussian-processes-via-gpytorch

  

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Commits on Jun 27, 2021

• Bump gpytorch version to 1.5

  

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• Fix failing test caused by distribution shape

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Commits on Jul 4, 2021

• For testing, exclude Python 3.6, PyTorch 1.7.1

  

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• For testing, exclude Python 3.8 PyTorch 1.7.1

  

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• Skip gpytorch tests for pytorch 1.7.1

  

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• Modify pytorch version check

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Commits on Aug 15, 2021

• Reviewer comment: Use pytest.mark.skipif

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• Comment out code that is not currently needed

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• Improve documentation example for GPs

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Commits on Aug 29, 2021

• Reviewer comments: some improvements to notebook

  

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• Use set_train_data for exact GPs

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Commits on Oct 3, 2021

• Address reviewer comments by Jacob Gardner

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• Address reviewer comments by Immanuel Bayer

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Commits on Oct 9, 2021

• Fix typo in README

  

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• Add entry about GPs to CHANGES

  

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• Merge branch 'master' into feature/gaussian-processes-via-gpytorch

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