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Kernel.output_shape
semantics and further RandomProcess
refactoring
#652
Merged
marvinpfoertner
merged 13 commits into
probabilistic-numerics:main
from
marvinpfoertner:kernel-output-shape
Feb 26, 2022
Merged
Kernel.output_shape
semantics and further RandomProcess
refactoring
#652
marvinpfoertner
merged 13 commits into
probabilistic-numerics:main
from
marvinpfoertner:kernel-output-shape
Feb 26, 2022
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…tead of `output_shape + batch_shape`
marvinpfoertner
added
refactoring
Refactoring of existing functionality
improvement
Improvements of existing functionality
randvars
Issues related to random variables
labels
Feb 25, 2022
marvinpfoertner
changed the title
Feb 25, 2022
Kernel.output_shape
and further RandomProcess
refactoringKernel.output_shape
semantics and further RandomProcess
refactoring
Codecov Report
@@ Coverage Diff @@
## main #652 +/- ##
==========================================
+ Coverage 89.99% 90.02% +0.02%
==========================================
Files 186 186
Lines 7025 7025
Branches 1102 1105 +3
==========================================
+ Hits 6322 6324 +2
+ Misses 463 460 -3
- Partials 240 241 +1
|
marvinpfoertner
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JonathanWenger and
a team
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February 25, 2022 16:31
JonathanWenger
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Nice work! I didn't find anything that needs to be changed.
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improvement
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In a Nutshell
A few months ago, I redefined the shape of the outputs of
Kernel.__call__
tocov.output_shape + batch_shape
.However, this is very counterintuitive when in the context of random processes, since we would expect the outputs of the
mean
,var
, andstd
functions to bebatch_shape + randproc.output_shape
, i.e. "the other way around".My original change was made with multi-output GPs in mind, but even here it turns out that the
batch_shape + cov.output_shape
-order is easier to handle.Detailed
Kernel.{shape => output_shape}
Kernel.{__call__, matrix}
tobatch_shape + kernel.output_shape
Matern
3/2 kernelRandomProcess
input_ndim
andoutput_ndim
as public arguments (also add these toFunction
andKernel
)_sample_at_input
push_forward
in derived classesmean
andcov
arguments to theRandomProcess
constructor and provide default implementationsRelated Issues
None