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shogun: Shogun 4.1.0 - Tajinohi no Agatamori

Soeren Sonnenburg; Heiko Strathmann; Sergey Lisitsyn; Viktor Gal; Fernando J. Iglesias García; Wu Lin; Chiyuan Zhang; Soumyajit De; frx; tklein23; Evgeniy Andreev; JonasBehr; sploving; Parijat Mazumdar; Christian Widmer; Abhijeet Kislay; Kevin Hughes; Roman Votyakov; khalednasr; Saurabh Mahindre; Alesis Novik; Abinash Panda; Evangelos Anagnostopoulos; Liang Pang; serialhex; Alex Binder; Sanuj Sharma; Michal Uřičář; Björn Esser; Daniel Pyrathon

This is a new feature and cleanup release.


  • Added GEMPLP for approximate inference to the structured output framework [Jiaolong Xu].
  • Effeciency improvements of the FITC framework for GP inference (FITC_Laplce, FITC, VarDTC) [Wu Lin].
  • Added optimisation of inducing variables in sparse GP inference [Wu Lin].
  • Added optimisation methods for GP inference (Newton, Cholesky, LBFGS, ...) [Wu Lin].
  • Added Automatic Relevance Determination (ARD) kernel functionality for variational GP inference [Wu Lin].
  • Updated Notebook for variational GP inference [Wu Lin].
  • New framework for stochastic optimisation (L1/2 loss, mirror descent, proximal gradients, adagrad, SVRG, RMSProp, adadelta, ...) [Wu Lin].
  • New Shogun meta-language for automatically generating code listings in all target languages [Esben Sörig].
  • Added periodic kernel [Esben Sörig].
  • Add gradient output functionality in Neural Nets [Sanuj Sharma].


  • Fixes for java_modular build using OpenJDK [Björn Esser].
  • Catch uncaught exceptions in Neural Net code [Khaled Nasr].
  • Fix build of modular interfaces with SWIG 3.0.5 on MacOSX [Björn Esser].
  • Fix segfaults when calling delete[] twice on SGMatrix-instances [Björn Esser].
  • Fix for building with full-hardening-(CXX|LD)FLAGS [Björn Esser].
  • Patch SWIG to fix a problem with SWIG and Python >= 3.5 [Björn Esser].
  • Add modshogun.rb: make sure narray is loaded before [Björn Esser].
  • set working-dir properly when running R (#2654) [Björn Esser].

Cleanup, efficiency updates, and API Changes:

  • Added GPU based dot-products to linalg [Rahul De].
  • Added scale methods to linalg [Rahul De].
  • Added element wise products to linalg [Rahul De].
  • Added element-wise unary operators in linalg [Rahul De].
  • Dropped parameter migration framework [Heiko Strathmann].
  • Disabled Python integration tests by default [Sergey Lisitsyn, Heiko Strathmann].

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