Abstract integrator #283
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Abstract integrator #283
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daniel-dodd
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May 31, 2023
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Hey @thomaspinder, looking good. Like the structure of it. Just left a few thoughts and suggestions.
gpjax/integrators.py
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| gh_points, gh_weights = np.polynomial.hermite.hermgauss(self.num_points) | ||
| sd = jnp.sqrt(sigma2) |
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This might be a potential numerical issue to keep an eye on. If sigma2 gets sufficiently small, the gradients will explode.
daniel-dodd
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Jun 7, 2023
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Looks good @thomaspinder, just minor comment about docstrings, you need likelihood instead of **likelihood_params in each integrator class.
daniel-dodd
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Jun 7, 2023
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poetry run pre-commit run --all-files --show-diff-on-failurebefore committing.Description
This PR enables users to define their own integration strategy for computing the expected log likelihood under the variational distribution.
Note: A lot of docs have been changed here as
docs/apihad been committed somehwere along the way. The key files that have been changed aregpjax/likelihoods.pyandgpjax/integrators.py.Issue Number: #270 #282