Comments (2)
oob functionaly in AS is implemented for each kernel and basically checks whether parameters of a kernel were optimized above or below a certain constraint for said parameter.
I should be able to implement this by either:
- doing manual checks on kernel params
- using some gpflow magic, maybe they have a way of not only assigning values, but also adding constraints
from kerndisc.
After more research it seems like this is superfluous for our current goals. The checks can be (partly) summarized as:
return any([self.mean.out_of_bounds(constraints), \
self.kernel.out_of_bounds(constraints), \
self.likelihood.out_of_bounds(constraints)])
(for mean, kernel, ll)
It seems like lloys/duvenauds optimizer was able to go out of bounds for model parameters. This alos applies to kernel params, e.g., they were able to move a CP out of X range.
This does not happen here, thus closing for now.
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Related Issues (20)
- Add CP and CW kernels HOT 1
- `constant` kernel not available for expansion in grammar `duvenaud` HOT 1
- Add automatic textual description
- Implement Precedence Ordering in `describe`
- Improve AST handling in `simplify`
- Transition to `gpflow` Naming
- Avoid Overhead Issue described in https://github.com/GPflow/GPflow/issues/798 HOT 1
- Implement own version of Duvenauds Grammar HOT 1
- Add test for bad cholesky in `test_make_evaluator`
- Keep Kernels alive during the whole procedure? HOT 1
- Move to truely bayesian approach
- kerndisc alpha
- Add time series scaling to preprocessing
- Introduce simple graphing capabilities
- Users should be able to pass a grammar to `discover`
- Update to newer gpflow version
- Sort is missing as part of simplification
- multiple C kernels are ignored during simplification
- Fix install errors that are sometimes experienced
- AttributeError: module 'gpflow' has no attribute 'defer_build' HOT 1
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