Open r-ashwin opened 2 weeks ago
Let's say I have a GP with n training points. How to compute the nxn covariance matrix on the training data with the posterior GP.
n
nxn
def fit_full_model(train_X, train_Y): train_Yvar = torch.ones_like(train_Y).reshape(-1,1) * 1E-4 fullmodel = FixedNoiseGP(train_X, train_Y.reshape(-1,1), train_Yvar) return fullmodel train_X = torch.linspace(0, 1, 100).reshape(-1,1) train_Y = torch.sin(train_X).reshape(-1,1) model = fit_full_model(train_X, train_Y) model.eval()
I believe the covariance matrix is encoded as a lazy tensor and never actually evaluated. But I do need access to it for a specific application.
Let's say I have a GP with
n
training points. How to compute thenxn
covariance matrix on the training data with the posterior GP.I believe the covariance matrix is encoded as a lazy tensor and never actually evaluated. But I do need access to it for a specific application.