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Testing #4

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rossviljoen opened this issue Jun 23, 2021 · 3 comments · Fixed by #6
Closed
2 tasks done

Testing #4

rossviljoen opened this issue Jun 23, 2021 · 3 comments · Fixed by #6

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@rossviljoen
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rossviljoen commented Jun 23, 2021

The main approach to testing will (initially) involve checking the results of the sparse approximations when they should be equivalent to some known solution - for example:

  • The SVGP posterior implemented here should be equivalent to the Titsias approximate posterior in AbstractGPs when the exact solution for the variational distribution is used (i.e. equations (11) & (12) from here).
  • When the inducing inputs == the data inputs and with a Gaussian likelihood, the SVGP model should find the same solution as an exact GP after optimising the kernel hyperparameters.
@rossviljoen rossviljoen mentioned this issue Jun 23, 2021
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@st--
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st-- commented Jun 30, 2021

You can see this in GPflow in this notebook and this set of tests

@rossviljoen
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rossviljoen commented Jul 6, 2021

Started implementing this in #6

@rossviljoen rossviljoen linked a pull request Jul 6, 2021 that will close this issue
@rossviljoen
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These were implemented in #9

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