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BracketJohn avatar BracketJohn commented on August 20, 2024

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.

BracketJohn avatar BracketJohn commented on August 20, 2024

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.

from kerndisc.

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