Prepare release 0.15 (#133)

* Add Sparse GP tuto link

* Update changelog

* Update version 0.15.0

CHANGELOG.md

@@ -1,9 +1,19 @@
 Changes
 -------
 
-Version 0.15.0 - unreleased
+Version 0.16.0 - unreleased
 ===========================
 
+Version 0.15.0 - 02/01/2023
+===========================
+
+* `gp`: Implement sparse gaussian process methods (cf. `SparseGaussianProcess`)
+* Python binding: `SparseGpMix`, see doc/tutorial
+* GP/SGP API
+  * hyperparameter tuning : initial theta guess and bounds can be specified (`theta_init`, `theta_bounds`)
+  * `n_start` controls the number of optimization multistart
+* In GP/SGP `rayon` is used to make parallel optimization multistart
+
 Version 0.14.0 - 13/12/2023
 ===========================
 

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox"
-version = "0.14.0"
+version = "0.15.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2021"
 description = "A toolbox for efficient global optimization"
@@ -30,10 +30,10 @@ persistent-moe = ["egobox-moe/persistent"]
 blas = ["ndarray/blas", "egobox-gp/blas", "egobox-moe/blas", "egobox-ego/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.14.0", path = "./doe" }
-egobox-gp = { version = "0.14.0", path = "./gp" }
-egobox-moe = { version = "0.14.0", path = "./moe", features = ["persistent"] }
-egobox-ego = { version = "0.14.0", path = "./ego" }
+egobox-doe = { version = "0.15.0", path = "./doe" }
+egobox-gp = { version = "0.15.0", path = "./gp" }
+egobox-moe = { version = "0.15.0", path = "./moe", features = ["persistent"] }
+egobox-ego = { version = "0.15.0", path = "./ego" }
 
 linfa = { version = "0.7", default-features = false }
 

README.md

@@ -40,10 +40,10 @@ Depending on the sub-packages you want to use, you have to add following declara
 
 ```text
 [dependencies]
-egobox-doe = { version = "0.14.0" }
-egobox-gp  = { version = "0.14.0" }
-egobox-moe = { version = "0.14.0" }
-egobox-ego = { version = "0.14.0" }
+egobox-doe = { version = "0.15.0" }
+egobox-gp  = { version = "0.15.0" }
+egobox-moe = { version = "0.15.0" }
+egobox-ego = { version = "0.15.0" }
 ```
 
 ### Features
@@ -52,10 +52,10 @@ The table below presents the various features available depending on the subcrat
 
 | Name         | doe  | gp   | moe  | ego  |
 | :----------- | :--- | :--- | :--- | :--- |
-| serializable | Y    | Y    | Y    |      |
-| persistent   |      |      | Y    |      |
-| blas         |      | Y    | Y    | Y    |
-| nlopt        |      | Y    |      | Y    |
+| serializable | ✔️    | ✔️    | ✔️    |      |
+| persistent   |      |      | ✔️    |      |
+| blas         |      | ✔️    | ✔️    | ✔️    |
+| nlopt        |      | ✔️    |      | ✔️    |
 
 #### serializable
 When selected, the serialization with [serde crate](https://serde.rs/) is enabled.
@@ -97,7 +97,7 @@ Otherwise, you can choose an external BLAS/LAPACK backend available through the
 Thus, for instance, to use `gp` with the Intel MKL BLAS/LAPACK backend, you could specify in your `Cargo.toml` the following features:
 ```text
 [dependencies]
-egobox-gp = { version = "0.14.0", features = ["blas", "linfa/intel-mkl-static"] }
+egobox-gp = { version = "0.15.0", features = ["blas", "linfa/intel-mkl-static"] }
 ```
 or you could run the `gp` example as follows:
 ``` bash

doc/README.md

@@ -9,6 +9,10 @@
 
 [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/relf/egobox/blob/master/doc/Gpx_Tutorial.ipynb)
 
+## Gaussian process surrogates: _SparseGpx_
+
+[![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/relf/egobox/blob/master/doc/SparseGpx_Tutorial.ipynb)
+
 ## _Gpx_ on Mauna Loa CO2 data
 
 [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/relf/egobox/blob/master/doc/Gpx_MaunaLoaCO2.ipynb)

doe/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-doe"
-version = "0.14.0"
+version = "0.15.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2021"
 description = "A library for design of experiments"

ego/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-ego"
-version = "0.14.0"
+version = "0.15.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2021"
 description = "A library for efficient global optimization"
@@ -15,11 +15,11 @@ default = []
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.14.0", path = "../doe", features = [
+egobox-doe = { version = "0.15.0", path = "../doe", features = [
     "serializable",
 ] }
-egobox-gp = { version = "0.14.0", path = "../gp", features = ["serializable"] }
-egobox-moe = { version = "0.14.0", path = "../moe", features = [
+egobox-gp = { version = "0.15.0", path = "../gp", features = ["serializable"] }
+egobox-moe = { version = "0.15.0", path = "../moe", features = [
     "serializable",
 ] }
 

gp/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-gp"
-version = "0.14.0"
+version = "0.15.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2021"
 description = "A library for gaussian process modeling"
@@ -18,7 +18,7 @@ persistent = ["serializable", "serde_json"]
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.14.0", path = "../doe" }
+egobox-doe = { version = "0.15.0", path = "../doe" }
 
 linfa = { version = "0.7", default-features = false }
 linfa-pls = { version = "0.7", default-features = false }

moe/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "egobox-moe"
-version = "0.14.0"
+version = "0.15.0"
 authors = ["Rémi Lafage <[email protected]>"]
 edition = "2021"
 description = "A library for mixture of expert gaussian processes"
@@ -29,8 +29,8 @@ serializable = [
 blas = ["ndarray-linalg", "linfa/ndarray-linalg", "linfa-pls/blas"]
 
 [dependencies]
-egobox-doe = { version = "0.14.0", path = "../doe" }
-egobox-gp = { version = "0.14.0", path = "../gp" }
+egobox-doe = { version = "0.15.0", path = "../doe" }
+egobox-gp = { version = "0.15.0", path = "../gp" }
 
 linfa = { version = "0.7", default-features = false }
 linfa-clustering = { version = "0.7", default-features = false }

pyproject.toml

@@ -24,7 +24,7 @@ python-source = "python"
 
 [tool.poetry]
 name = "egobox"
-version = "0.14.0"
+version = "0.15.0"
 description = "Python binding for egobox EGO optimizer written in Rust"
 authors = ["Rémi Lafage <[email protected]>"]
 packages = [{ include = "egobox", from = "python" }]