elfi-dev / elfi

ELFI - Engine for Likelihood-Free Inference
http://elfi.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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Robust surrogate model #483

Open uremes opened 5 months ago

uremes commented 5 months ago

Summary:

This update adds a surrogate model version that can handle numerical errors observed as nan or inf values in the discrepancies between observed and simulated data. This is implemented as a new model class RobustGPyRegression. The two main differences between this and standard GPyRegression are that this version (1) does not use evidence points with non-finite output value to update the regression model and (2) can train a GPy classifier to predict whether given input parameters result in a finite output value or not. These capabilities are demonstrated here.

The new model can be combined with the unreliable simulations wrapper #484 to handle failed simulations in BOLFI as discussed in #433.

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