Open fonnesbeck opened 4 years ago
Do you have some minimal reproable example with simple data? I can run the Hadamard MTGP example notebook and don't observe this behavior.
Does this also happen when running on the CPU?
Aside: I introduced an improved parameterization of correlation matrices in #912, porting this over to to the index kernel probably makes sense.
Attached is an example, as requested, that replicates the behavior for me:
{'noise_covar.raw_noise': array([0.01730466], dtype=float32), 'raw_lengthscale': array([[10.005662, 6.14979 ]], dtype=float32), 'covar_factor': array([[1.],
[1.],
[1.],
[1.],
[1.]], dtype=float32), 'raw_var': array([0.00579692, 0.07211152, 0.03042104, 0.00402563, 0.0030037 ],
dtype=float32)}
I have not tried on the CPU, but will do so now.
[EDIT] Happens on the CPU as well.
I'm using (and have used successfully in the past) a Multitask GP in GPyTorch to model sets of 2-d data. However, in many instances, I notice that the covariance factor array does not move away from the initial values of one:
The model itself is pretty straightforward, as I used one of your examples as a template:
Running this on a GPU using the current release on conda.