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v1.5.4

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@fabsig fabsig released this 16 Nov 08:10
· 116 commits to master since this release
  • support Matern covariance functions with general shape parameters (‘cov_fct_shape’), not just 0.5, 1.5, 2.5
  • reduce memory footprint of ‘vecchia’ approximation
  • "make 'fitc' and 'full_scale_taperig' approximations numerically more stable
  • [python-package] add function ‘tune_pars_TPE_algorithm_optuna’ for choosing tuning parameters with the Tree-structured Parzen estimator algorithm
  • [R-package] add function ‘tune.pars.bayesian.optimization’ for choosing tuning parameters using Bayesian optimization and the ‘mlrMBO’ R package
  • change default initial values for marginal variances when having multiple random effects
  • [R-package] fix bug in ‘gpb.grid.search.tune.parameters’ for ‘metric’ parameter for metrics for which higher is better (auc, average_precision)
  • other bug fixes