mogp | Multi-Output Gaussian Processes | Computer Vision library
kandi X-RAY | mogp Summary
kandi X-RAY | mogp Summary
Multi-Output Gaussian Processes
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QUESTION
I'm creating some GPflow models in which I need the observations pre and post of a threshold x0
to be independent a priori. I could achieve this with just GP models, or with a ChangePoints kernel with infinite steepness, but both solutions don't work well with my future extensions in mind (MOGP in particular).
I figured I could easily construct what I want from scratch, so I made a new Combination kernel object, which uses the appropriate child kernel pre- or post x0
. This works as intended when I evaluate the kernel on a set of input points; the expected correlations between points before and after threshold are zero, and the rest is determined by the children kernels:
ANSWER
Answered 2021-Mar-31 at 14:11this is not a GPflow issue but a subtlety of TensorFlow's eager vs graph mode: In eager mode (which is the default behaviour when you interact with tensors "manually" as in calling the kernel) K_pre.shape
works just as expected. In graph mode (which is what happens when you wrap code in tf.function()
, this generally does not always work (e.g. the shape might depend on tf.Variables with None shapes), and you have to use tf.shape(K_pre)
instead to obtain the dynamic shape (that depends on the actual values inside the variables). GPflow's Scipy class by default wraps the loss&gradient computation inside tf.function()
to speed up optimization. If you explicitly turn this off by passing compile=False
to the minimize() call, your code example runs fine. If you replace the .shape
attributes with tf.shape()
calls to fix it properly, it likewise will run fine.
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You can use mogp like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
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