dgpsi 2.1.6
- A bug is found in multi-core predictions in
predict()
when object
is an instance of lgp
class and
x
is a list. This bug has been fixed in this version.
- Thanks to @tjmckinley, an issue
(
/usr/lib/x86_64-linux-gnu/libstdc++.so.6: version 'GLIBCXX_3.4.30' not found
)
encountered in Linux machines is fixed automatically during the
execution of init_py()
.
gp()
and dgp()
allow users to specify the
value of scale parameters and whether to estimate the parameters.
gp()
and dgp()
allow users to specify the
bounds of lengthscales.
- The jointly robust prior (Gu, 2019) is implemented as the default
inference approach for GP emulators in
gp()
.
- The default value of
lengthscale
in gp()
is changed from 0.2
to 0.1
, and the default
value for nugget
in gp()
is changed from
1e-6
to 1e-8
if
nugget_est = FALSE
.
- One can now specify the number of GP nodes in each layer (except for
the final layer) of a DGP emulator via the
node
argument in
dgp()
.
- Training data are now contained in the S3 classes
gp
and dgp
.
- The RMSEs (without the min-max normalization) of emulators are now
contained in the S3 classes
gp
, dgp
, and
lgp
after the execution of validate()
.
window()
function is added to trim the traces and
obtain new point estimates of DGP model parameters for predictions.
- The min-max normalization can now be switched off in
plot()
by setting the value of min_max
.
- The default number of imputations
B
for
dgp()
is changed from 50
to 30
to
better balance the uncertainty and the speed of DGP emulator
predictions. A new function set_imp()
is made available to
change the number of imputations of a trained DGP emulator so one can
either achieve faster predictions by further reducing the number of
imputations, or account for more imputation uncertainties by increasing
the number of imputations, without re-training the emulator.
- The default number of imputations
B
for
continue()
is set to NULL
, in which case the
same number of imputations used in object
will be
applied.
nugget
argument of dgp()
now specifies the
nugget values for GP nodes in different layers rather than GP nodes in
the final layer.
- The speed of predictions from DGP emulators with squared exponential
kernels is significantly improved and is roughly 3x faster than the
implementations in version
2.1.5
.
- The implementation of sequential designs (with two vignettes) of
(D)GP emulators using different criterion is made available.
- Thanks to @tjmckinley, an internal reordering issue
in
plot()
is fixed.
init_py()
now allow users to reinstall and uninstall
the underlying Python environment.
- A bug that occurs when a linked DGP emulator involves a DGP emulator
with external inputs is fixed.
Intel SVML
will now be installed with the Python
environment automatically for Intel users for faster
implementations.
dgpsi 2.1.5
- Initial release of the R interface to the Python package
dgpsi v2.1.5
.