Tidy up and deprecate approx_posterior (#218)

* Remove redundant tests

* Deprecate approx_posterior

* Update NEWS

* Deprecate approx_posterior

* Bump patch

Author: willtebbutt

NEWS.md

@@ -6,6 +6,13 @@ 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.
 
+## 0.7.16
+- 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.

Project.toml

@@ -1,6 +1,6 @@
 name = "Stheno"
 uuid = "8188c328-b5d6-583d-959b-9690869a5511"
-version = "0.7.16"
+version = "0.7.17"
 
 [deps]
 AbstractGPs = "99985d1d-32ba-4be9-9821-2ec096f28918"

examples/gppp_and_pseudo_points/1d_additive.jl

@@ -75,7 +75,7 @@ scatter!(posterior_plot, x.x, y;
 M3 = 25;
 z = GPPPInput(:f3, collect(range(0, T; length=M3)));
 u = f(z, 1e-9);
-f′_approx = approx_posterior(VFE(), fx, y, u);
+f′_approx = posterior(VFE(), fx, y, u);
 
 @show elbo(fx, y, u);
 
@@ -118,7 +118,7 @@ z1 = GPPPInput(:f1, collect(range(0.0; step=1 / ω, length=M1)));
 z2 = GPPPInput(:f2, collect(range(0.0; step=T, length=M2)));
 z12 = BlockData(z1, z2);
 u12 = f(z12, 1e-9);
-f′_approx_12 = approx_posterior(VFE(), fx, y, u12);
+f′_approx_12 = posterior(VFE(), fx, y, u12);
 
 @show elbo(fx, y, u12);
 

examples/pseudo_points/basic_operations.jl

@@ -56,7 +56,7 @@ display(@benchmark elbo($fx, $y, $u))
 println()
 
 # Compute the approximate posterior process.
-f_post = approx_posterior(VFE(), fx, y, u);
+f_post = posterior(VFE(), fx, y, u);
 
 # Specify some points at which to plot the approximate posterior.
 Npr = 1000

src/Stheno.jl

@@ -26,7 +26,6 @@ module Stheno
         elbo,
         dtc,
         posterior,
-        approx_posterior,
         marginals
 
     using MacroTools: @capture, combinedef, postwalk, splitdef
@@ -36,7 +35,7 @@ module Stheno
     # Various bits of utility that aren't inherently GP-related. Often very type-piratic.
     include(joinpath("util", "zygote_rules.jl"))
     include(joinpath("util", "covariance_matrices.jl"))
-    include(joinpath("util", "block_arrays", "dense.jl"))
+    include(joinpath("util", "dense.jl"))
     include(joinpath("util", "abstract_data_set.jl"))
     include(joinpath("util", "proper_type_piracy.jl"))
 

src/deprecate.jl

@@ -3,3 +3,5 @@
 
 using KernelFunctions: NeuralKernelNetwork
 export NeuralKernelNetwork
+
+@deprecate approx_posterior posterior

src/sparse_finite_gp.jl

@@ -11,8 +11,8 @@ A finite-dimensional projection of an `AbstractGP` `f` at locations `x`, which u
 `FiniteGP` defined at a sparse set of inducing points [1] to do approximate inference.
 
 This object has similar methods to an ordinary `FiniteGP`, but when you call `logpdf` on it,
-it actually computes the `elbo`, and when you call `posterior` on it, `approx_posterior` is
-called.
+it actually computes the `elbo`, and when you call `posterior` on it, you get an approximate
+posterior.
 
 [1] - M. K. Titsias. "Variational learning of inducing variables in sparse Gaussian
 processes". In: Proceedings of the Twelfth International Conference on Artificial

src/util/block_arrays/dense.jl renamed to src/util/dense.jl

@@ -55,10 +55,7 @@ include("test_util.jl")
     @timedtestset "util" begin
         include(joinpath("util", "zygote_rules.jl"))
         include(joinpath("util", "covariance_matrices.jl"))
-        @testset "block_arrays" begin
-            include(joinpath("util", "block_arrays", "test_util.jl"))
-            include(joinpath("util", "block_arrays", "dense.jl"))
-        end
+        include(joinpath("util", "dense.jl"))
         include(joinpath("util", "abstract_data_set.jl"))
     end
 

test/runtests.jl

@@ -1,5 +1,11 @@
 @timedtestset "dense" begin
-
+    @timedtestset "fdm stuff" begin
+        rng, Ps, Qs = MersenneTwister(123456), [5, 4], [3, 2, 1]
+        X = mortar([randn(rng, P, Q) for P in Ps, Q in Qs], Ps, Qs)
+        vec_X, from_vec = FiniteDifferences.to_vec(X)
+        @test vec_X isa Vector
+        @test from_vec(vec_X) == X
+    end
     @timedtestset "Stheno._collect ∘ mortar" begin
         @timedtestset "BlockVector" begin