v1.4.3

• Detailed logging about invalid nn_distances.
• Validation of nn_distances passed at initialization
• Validate that passed scalars are not nan.
• Rename all _validate methods to validate

v1.4.2

• Implement gradients for the covariance kernels through the k_grad method
• Implement mellon.cov.Linear covariance kernel
• Change logging setup to configuration dict
• allow setting active_dims for composit kernels, allowing more flexible covariance kernel specifications
• update jaxconfig impot for compatibility with jax>=0.4.25 (s. deprecation of jax.config.config)
• generalize variing sigma in FunctionEstimator for higher dimensional functions

v1.4.1

Drop constraint on NumPy version numpy<1.25.0 which was introdcuded due to an incompatibility of numpy==1.25.0 and jax<0.4.16. See Jax Change Log.

v1.4.0

New Features

with_uncertainty Parameter

Integrates a boolean parameter with_uncertainty across all estimators: DensityEstimator, TimeSensitiveDensityEstimator, FunctionEstimator, and DimensionalityEstimator. It modifies the fitted predictor, accessible via the .predict property, to include the following methods:

• .covariance(X): Calculates the (co-)variance of the posterior Gaussian Process (GP).
  • Almost 0 near landmarks; grows for out-of-sample locations.
  • Increases with sparsity.
  • Defaults to diag=True, computing only the covariance matrix diagonal.
• .mean_covariance(X): Computes the (co-)variance through the uncertainty of the mean function's GP posterior.
  • Derived from Bayesian inference for latent density function representation.
  • Increases in low data or low-density areas.
  • Only available with posterior uncertainty quantification, e.g., optimizer='advi' except for the FunctionEstimator where input uncertainty is specified through the sigma parameter.
  • Defaults to diag=True, computing only the covariance matrix diagonal.
• .uncertainty(X): Combines .covariance(X) and .mean_covariance(X).
  • Defaults to diag=True, computing only the covariance matrix diagonal.
  • Square root provides standard deviation.

gp_type Parameter

Introduces the gp_type parameter to all relevant estimators to explicitly specify the Gaussian Process (GP) sparsification strategy, replacing the previously used method argument (with options auto, fixed, and percent) that implicitly controlled sparsification. The available options for gp_type include:

• 'full': Non-sparse GP.
• 'full_nystroem': Sparse GP with Nyström rank reduction, lowering computational complexity.
• 'sparse_cholesky': SParse GP using landmarks/inducing points.
• 'sparse_nystroem': Improved Nyström rank reduction on sparse GP with landmarks, balancing accuracy and efficiency.

This new parameter adds additional validation steps, ensuring that no contradictory parameters are specified. If inconsistencies are detected, a helpful reply guides the user on how to fix the issue. The value can be either a string matching one of the options above or an instance of the mellon.parameters.GaussianProcessType Enum. Partial matches log a warning, using the closest match. Defaults to 'sparse_cholesky'.

Note: Nyström strategies are not applicable to the FunctionEstimator.

y_is_mean Parameter

Adds a boolean parameter y_is_mean to FunctionEstimator, affecting how y values are interpreted:

• Old Behavior: sigma impacted conditional mean functions and predictions.
• Intermediate Behavior: sigma only influenced prediction uncertainty.
• New Parameter: If y_is_mean=True, y values are treated as a fixed mean; sigma reflects only uncertainty. If y_is_mean=False, y is considered a noisy measurement, potentially smoothing values at locations x.

This change benefits DensityEstimator, TimeSensitiveDensityEstimator, and DimensionalityEstimator where function values are predicted for out-of-sample locations after mean GP computation.

check_rank Parameter

Introduces the check_rank parameter to all relevant estimators. This boolean parameter explicitly controls whether the rank check is performed, specifically in the gp_type="sparse_cholesky" case. The rank check assesses the chosen landmarks for adequate complexity by examining the approximate rank of the covariance matrix, issuing a warning if insufficient. Allowed values are:

• True: Always perform the check.
• False: Never perform the check.
• None (Default): Perform the check only if n_landmarks is greater than or equal to n_samples divided by 10.

The default setting aims to bypass unnecessary computation when the number of landmarks is so abundant that insufficient complexity becomes improbable.

normalize Parameter

The normalize parameter is applicable to both the .mean method and .__call__ method within the mellon.Predictor class. When set to True, these methods will subtract log(number of observations) from the value returned. This feature is particularly useful with the DensityEstimator, where normalization adjusts for the number of cells in the training sample, allowing for accurate density comparisons between datasets. This correction takes into account the effect of dataset size, ensuring that differences in total cell numbers are not unduly influential. By default, the parameter is set to False, meaning that density differences due to variations in total cell number will remain uncorrected.

normalize_per_time_point Parameter

This parameter fine-tunes the TimeSensitiveDensityEstimator to handle variations in sampling bias across different time points, ensuring both continuity and differentiability in the resulting density estimation. Notably, it also allows to reflect the growth of a population even if the same number of cells were sampled from each time point.

The normalization is realized by manipulating the nearest neighbor distances
nn_distances to reflect the deviation from an expected cell count.

• Type: Optional, accepts bool, list, array-like, or dict.

Options:

• True: Normalizes to emulate an even distribution of total cell count across all time points.
• False: Retains raw cell counts at each time point for density estimation.
• List/Array-like: Specifies an ordered sequence of total cell count targets for each time point, starting with the earliest.
• Dict: Associates each unique time point with a specific total cell count target.

Notes:

• Relative Metrics: While this parameter adjusts for sample bias, it only requires relative cell counts for comparisons within the dataset; exact counts are not mandatory.
• nn_distance Precedence: If nn_distance is supplied, this parameter will be bypassed, and the provided distances will be used directly.
• The default value is False

Enhancements

• Optimization by saving the intermediate result Lp in the estimators for reuse, enhancing the speed of the predictive function computation in non-Nyström strategies.
• The DimensionalityEstimator.predict now returns a subclass of the mellon.Predictor class instead of a closure. Giving access to serialization and uncertainty computations.
• Expanded testing.
• propagate logging messages and explicit logger name "mellon" everywhere
• extended parameter validation for the estimators now also applies to the compute_L function
• better string representation of estimators and predictors
• bugfix some edge cases
• Revise some documentation (s. b70bb04) and include Predictor page on sphinx doc

Changes

• The mellon.Predictor class now has a method .mean that is an alias to .__call__.
• All mellon.Predictor sub classes ...ConditionalMean... were renamed to ...Conditional... since they now also compute .covariance and .mean_covariance.
• All generating methods for mellon.Predictor were renamed from ...conditional_mean... to conditional.
• A new log message now informs that the normalization is not effective d_method != "fractal". Additionally, using normalize=True in the density predictor triggers a warning that one has to use the non default d_method = "fractal" in the DensityEstimator.

v1.3.1

This minor release addresses several bug fixes in the following areas:

• Handling of sparse input matrices
• JSON serialization process
• Storage of TimePredictors within anndata objects in the h5ad format

v1.3.0

In version 1.3.0 of Mellon, the major developments include the introduction of the mellon.model.TimeSensitiveDensityEstimator and the addition of serialization capabilities for the predictive function.

Major Updates

• mellon.model.TimeSensitiveDensityEstimator is now available, extending the suite of estimators in Mellon.
• Serialization capabilities for predictive functions have been added, improving the portability and efficiency of predictive models.

Minor Changes and Improvements

• mellon.model.FunctionEstimator.multi_fit_predict is now deprecated in favor of mellon.model.FunctionEstimator.fit_predict.
• The user namespace has been cleaned up for better organization and to facilitate navigation.
• File organization has been revised, with each estimator now located in a separate file.
• The logging system has been improved to provide more information.
• Testing coverage has been increased, improving the robustness and reliability of the software.
• Documentation has been updated, adopting numpy style docstrings for better readability in the source code.
• The Cholesky based Sparse Gaussian Process now includes a covariance rank test.
• ADVI for density inference has been implemented, enhancing the inference capabilities.
• Input validation has been added extensively across all major user-facing classes and functions, improving the robustness of the software.
• Miscellaneous bug fixes and performance improvements have been made throughout the codebase.

v1.2.0

• include conda recepie
• DimensionalityEstimator

v1.1.1

• testing/CI pipeline
• minor bugfixes

v1.1.0

• numeric stabilization of nn-distribution
• logging accessibility
• improved warnings
• cleaned base estimator class

v1.0.2

Improvements

• implement logging
• do not package generated doc
• expose less internals