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This repository has been archived by the owner on Jun 14, 2024. It is now read-only.
Is your feature request related to a problem? Please describe.
The SVGP and DGP modules should be able to work with alternative likelihoods. They are both currently implemented for Gaussian likelihoods only. The ability to switch out likelihoods would make things like #126 much simpler with less code duplication.
m=Model()
m.X=Variable()
m.noise_var=Variable(transformation=PositiveTransformation())
m.likelihood=NormalGPLikelihood(variance)
# This could also be: # m.likelihood = BernoulliGPLikelihood()m.Y=SVGP.define_variable(m.X, kern, m.likelihood...)
These likelihoods would need to be able to compute: where p(f) is Gaussian.
classBernoulliGPLikelihood(GPLikelihood):
# This class would also contain the transformation of the # latent function to the interval [0, 1] I thinkdefexpectation(self, mean, variance, data):
# This method would implement the quadrature rule to do this hereclassNormalGPLikelihood(GPLikelihood):
defexpectation(self, mean, variance, data): # think of a better name!# This method could use the analytically equation
Describe alternatives you've considered
Creating a new class might not be necessary, we might be able to reuse the current distribution objects directly.
I would be happy to implement this, if we come up with a design which people are happy with first.
The text was updated successfully, but these errors were encountered:
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Is your feature request related to a problem? Please describe.
The SVGP and DGP modules should be able to work with alternative likelihoods. They are both currently implemented for Gaussian likelihoods only. The ability to switch out likelihoods would make things like #126 much simpler with less code duplication.
Describe the solution you'd like
Currently:
I'd like something more like
These likelihoods would need to be able to compute:
where p(f) is Gaussian.
Describe alternatives you've considered
Creating a new class might not be necessary, we might be able to reuse the current distribution objects directly.
I would be happy to implement this, if we come up with a design which people are happy with first.
The text was updated successfully, but these errors were encountered: