Interface to 'dgpsi' for Deep and Linked Gaussian Process Emulations
Overview
Interface to the 'python' package 'dgpsi' for Gaussian process, deep Gaussian process, and linked deep Gaussian process emulations of computer models and networks using stochastic imputation (SI). The implementations follow Ming & Guillas (2021) doi:10.1137/20M1323771 and Ming, Williamson, & Guillas (2023) doi:10.1080/00401706.2022.2124311 and Ming & Williamson (2023) doi:10.48550/arXiv.2306.01212. To get started with the package, see https://mingdeyu.github.io/dgpsi-R/.
- Prediction speed with
predict()enhanced for small testing data sets by reducing overhead caused by the multi-threading implementation. - The Python environment now installs packages exclusively from conda-forge whenever possible. Packages from other channels will only be used if they are unavailable on conda-forge.
- A bug in
vigf(), affecting a bundle of emulators that includes GP emulators, has now been fixed. - The column names from the training input and output provided to
gp()anddgp()are retained in the relevant slots of the returned objects, as well as in any updated objects produced by the downstream functions that operate on them. - The column names from the testing input and output supplied to
validate()anddesign()are retained in the relevant slots of the returned objects. - Improved numerical stability and achieved ~30x faster speed for DGP emulators using heteroskedastic likelihoods with replicates, with or without the Vecchia approximation.
- Enhanced initialization of DGP emulators with heteroskedastic and categorical likelihoods for improved performance.
- Removed the
modeargument frompredict()for DGP emulators with categorical likelihoods. Predictions of class probabilities can now be obtained using either the"mean_var"or"sampling"method. - Set the default
methodforpredict(),validate(), andplot()to"mean_var". - Redesigned the output of
validate()fordgpobjects withlikelihood = "Categorical". Seevalidate()documentation for details. - Added support for the
nugget_estargument indgp()to control whether nuggets of GP nodes feeding into the likelihood node are estimated whenlikelihoodis notNULL. - Updated initial nugget values when
nugget_est = TRUEindgp(). Iflikelihood = NULL, all initial GP nuggets default to1e-6; otherwise, GP nodes feeding into the likelihood node default to1e-4and all others to1e-6.
Show all changes in 2.6.0Hide the rest of the changes in 2.6.0
- Added the
accuracymetric to the figures produced byplot()for DGP emulators with categorical likelihoods. - Fixed the confusion matrix visualization (
style = 2inplot()) so that the diagonal is drawn from top-left to bottom-right. - Updated
init_py()to handle errors related to TOS acceptance when installing Miniconda, and to automate TOS acceptance for required channels. - Enabled use of the
newaccelerateBLAS library on Apple Silicon machines running macOS > 13.3. - Added the
decoupleargument todgp()to allow likelihood parameters to be modeled using separate deep Gaussian process hierarchies whendepth > 2. - Added the
linkargument todgp()to support binary classification using either logit or probit link function whenlikelihood = "Categorical". - Inference for (D)GPs with homogeneous noise and replicates in the training data has been significantly enhanced, achieving over 10× speed-up.
From NEWS.md in the release
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- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK12 OK2026-04-25
- ERROR13 OK, 1 ERROR2026-03-10
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 2.6.0Latest
- RR 4.5.0 released · 2025-04-11
- 2.5.02024-12-15 · diff ↗ ·
removed 5 exports
Hetero, NegBin, Poisson, kernel, peiadded 6 exports
deserialize, get_thread_num, serialize, set_id, set_thread_num, set_vecchia - RR 4.4.0 released · 2024-04-24
- 2.4.0
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- 2.2.0
- RR 4.3.0 released · 2023-04-21
- 2.1.62023-02-08 · diff ↗ ·
added 10 exports
alm, design, draw, mice, pack, pei, set_imp, unpack, update, window - 2.1.52022-09-29
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-09-29
- Total releases
- 7 / 4 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 4.0
- Download size
- 703 KB
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