Gpflow

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2.1.1

**This patch release restores full compatibility with TensorFlow 2.3.**

**Known installation issue:** if `import gpflow` gives you an ImportError, please install the "packaging" package manually (`pip install packaging`). Fixed by 1568, which will be included in the next patch release (GPflow 2.1.2).

**Known bug:** The deepcopy workaround for https://github.com/tensorflow/probability/issues/547 turned out not to be compatible with tensorflow-probability==0.11.1 which was released on 29 September 2020 on PyPI. We fixed this in #1574, which will be included in the following patch release (GPflow 2.1.2).

Improvements
* Enable compatibility with TensorFlow 2.3 and tensorflow_probability 0.11.0 (1553)
* Recommend `pip --use-feature=2020-resolver` for installation
* Ensure all gpflow code files contain copyright & license note (1480)

Bugfixes
* Fix SGPR upper bound for non zero mean functions (1560)
* Fix broadcasting for constant and zero mean functions (1550)

2.1.0

**Dependency constraints:**
To work around incompatibilities in our TensorFlow dependencies, GPflow 2.1.0 has the following new version requirements (1522, 1537, 1551): `tensorflow<2.3`, `tensorflow_probability>=0.10.1,<0.11`, `cloudpickle==1.3.0`.
**We have restored compatibility with TensorFlow 2.3 and tensorflow_probability>=0.11 in the GPflow 2.1.1 patch release.**

Key improvements
- `gpflow.Parameter` finally plays well with TensorFlow's saving; instead of pretending to be a `tf.Variable`, we're now building on top of `tfp.util.TransformedVariable` (1518) - *see backwards incompatibilities below*
- Gauss-Hermite quadrature code was heavily refactored. The old function `gpflow.quadrature.ndiagquad` has been replaced by the `gpflow.quadrature.NDiagGHQuadrature` class - we strongly recommend upgrading (note that the dimensions of quadrature points have been moved from the end to the start for better broadcasting); `ndiagquad` will eventually be deprecated (1505, 1542).

Minor changes
- Add `base_conditional_with_lm` function that gets passed cholesky(K) instead of computing it explicitly (1528)
- Update to use stock rather than custom Docker image for CI (1545)
- Check dependency versions are valid on CI (1536)
- Docs: Readme updated to include new project that is using GPflow (1530)

Bug Fixes
- Restore pytest-xdist compatibility for parallelizing local tests (1541)
- Fix for quadrature failure mode when autograph was set to False (1548)
- Fix formatting in docs (intro.md) and restore link removed by 1498 (1520)
- Fix bug in varying_noise notebook (1526)
- Fix: separate_independent_conditional now correctly handles `q_sqrt=None`. (1533)

Backwards incompatibilities

* `gpflow.Parameter` is no longer pretending to be a `tf.Variable`, but instead subclasses tensorflow_probability's `TransformedVariable`. Several of the Variable-specific attributes/methods disappeared. Specifically, if you had previously called a Parameter's `value()` or `read_value()` methods, you should simply remove these.

2.0.5

Improvements

- `gpflow.utilities.set_trainable()` can now handle an Iterable of `tf.Module`s in one go (1486)
- Clarification: the NaturalGradient optimizer does not handle the diagonal (q_diag=True) case; emphasised this in the documentation and added shape checks (1489)
- Added type hints (1487)
- Potentially backwards-incompatible: `gpflow.optimizers.Scipy`: the callable passed in as `step_callback` is now passed the arguments (step, variables, values) by position, no longer by name (1454)
- Minor documentation improvements (1488, 1492, 1498, 1503)

Bug fixes

- multi-output combination kernels now support the `presliced` argument (1495)
- GPR can now be used with `tf.Variable`s holding the data (1490)
- fixed indentation error in Makefile (1482)

2.0.4

Improvements

* Add type hints to `gpflow.base` module (https://github.com/GPflow/GPflow/pull/1427)
* Enable `mypy` checking on CI (https://github.com/GPflow/GPflow/pull/1471)

Bugfixes

* [TensorFlow Probability](https://github.com/tensorflow/probability) 0.10 introduces a new `_parameters` attribute in `tfp.bijectors.Bijector` classes. That attribute contains a self-reference that broke module traversing. In this fix, module traverse ignores `_parameters` attribute.
* Handcrafted `utilities.deepcopy` was improved using memorization argument of python's `copy.deepcopy` method. The change prevents double copying of objects. (https://github.com/GPflow/GPflow/pull/1476)

2.0.3

This release contains an update to setup.py for TensorFlow 2.2, fixing PyPi issue (1460).

2.0.2

- Refactor of Natural Gradient optimizer implementation to be more easily extendable and to more efficiently handle updating several variational distributions simultaneously (1443)
- Change function signature of sample_mvn to take `full_cov` boolean instead of `cov_structure` string (1448)
- Fixes bug in Changepoint kernel evaluation (1446)
- Fixes 1439 (TensorFlow error when using larger datasets with tf.function compilation) in GPflow models that store data by converting it to tensors first, introduces `data_input_to_tensor` utility function (1452, 1458)
- Workaround for bug in TensorFlow <= 2.2.0rc3 in the `leading_transpose` utility function (1442)
- Improved representation of GPflow objects in IPython shell and Jupyter notebooks (1453)
- Minor cleanups and added type hints (1421, 1438, 1441, 1450)

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