Multi-ouput Gaussian Process Coregion models with Hadamard product

[danhphan]

This PR adds an example of how to implement Intrinsic Coregionalization Model (ICM) and Linear Coregionalization Model (LCM) using a Hamadard product between Coregion kernel and input kernels.

We model the average spin rates of several pitchers on different game dates from a baseball dataset.

Cc @bwengals @fonnesbeck

Let me know if it needs to update anythings.

Thank you.

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fonnesbeck commented on 2022-11-01T13:32:46Z ----------------------------------------------------------------

"how to implement the Intrinsic..."

"Hadamard product between the Coregion kernel..."

"information about ICM..."

"please check out the talk..."

"by Mauricio Alvarez..."

"in different games..."

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fonnesbeck commented on 2022-11-01T13:32:47Z ----------------------------------------------------------------

If you add a copy() to the assignment to adf it will avoid the warning in the next cell.

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fonnesbeck commented on 2022-11-01T13:32:48Z ----------------------------------------------------------------

Might add a line describing the advantage of LCM (or why you might want to use it over ICM)

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fonnesbeck commented on 2022-11-01T13:32:49Z ----------------------------------------------------------------

Perhaps bump tuning to 2000 to try and get rid of the divergences.

danhphan commented 1 year ago

Hi yes, thanks Chris, I will address these comments this weekend!

danhphan commented 1 year ago

Thank you Chris, I have updated the notebook according to your suggestions. Let me know if it needs any further changes.

Also will need one more reviewer for this notebook. Thanks!

review-notebook-app[bot] commented 1 year ago

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bwengals commented on 2022-11-07T23:19:41Z ----------------------------------------------------------------

Though I don't mind being associated with this at all, I didn't write any of it! I think you deserve full credit here Danh, and Chris too via the data.

danhphan commented on 2022-11-12T07:34:30Z ----------------------------------------------------------------

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

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bwengals commented on 2022-11-07T23:19:42Z ----------------------------------------------------------------

Same watermark as gp-kron,

%watermark -n -u -v -iv -w -p aesara,aeppl,xarray

danhphan commented 1 year ago

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

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danhphan commented 1 year ago

Hi, thank you Bill, I have updated it :)

danhphan commented 1 year ago

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

danhphan commented 1 year ago

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

danhphan commented 1 year ago

Hi, thank you @fonnesbeck !

• © Githubissues.
• Githubissues is a development platform for aggregating issues.

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fonnesbeck commented on 2022-11-01T13:32:47Z ----------------------------------------------------------------

If you add a copy() to the assignment to adf it will avoid the warning in the next cell.

review-notebook-app[bot] commented 1 year ago

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fonnesbeck commented on 2022-11-01T13:32:48Z ----------------------------------------------------------------

Might add a line describing the advantage of LCM (or why you might want to use it over ICM)

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

fonnesbeck commented on 2022-11-01T13:32:49Z ----------------------------------------------------------------

Perhaps bump tuning to 2000 to try and get rid of the divergences.

danhphan commented 1 year ago

Hi yes, thanks Chris, I will address these comments this weekend!

danhphan commented 1 year ago

Thank you Chris, I have updated the notebook according to your suggestions. Let me know if it needs any further changes.

Also will need one more reviewer for this notebook. Thanks!

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:41Z ----------------------------------------------------------------

Though I don't mind being associated with this at all, I didn't write any of it! I think you deserve full credit here Danh, and Chris too via the data.

danhphan commented on 2022-11-12T07:34:30Z ----------------------------------------------------------------

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

review-notebook-app[bot] commented 1 year ago

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bwengals commented on 2022-11-07T23:19:42Z ----------------------------------------------------------------

Same watermark as gp-kron,

%watermark -n -u -v -iv -w -p aesara,aeppl,xarray

danhphan commented 1 year ago

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

View entire conversation on ReviewNB

danhphan commented 1 year ago

Hi, thank you Bill, I have updated it :)

danhphan commented 1 year ago

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

danhphan commented 1 year ago

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

danhphan commented 1 year ago

Hi, thank you @fonnesbeck !

• © Githubissues.
• Githubissues is a development platform for aggregating issues.

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View / edit / reply to this conversation on ReviewNB

fonnesbeck commented on 2022-11-01T13:32:48Z ----------------------------------------------------------------

Might add a line describing the advantage of LCM (or why you might want to use it over ICM)

review-notebook-app[bot] commented 1 year ago

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fonnesbeck commented on 2022-11-01T13:32:49Z ----------------------------------------------------------------

Perhaps bump tuning to 2000 to try and get rid of the divergences.

danhphan commented 1 year ago

Hi yes, thanks Chris, I will address these comments this weekend!

danhphan commented 1 year ago

Thank you Chris, I have updated the notebook according to your suggestions. Let me know if it needs any further changes.

Also will need one more reviewer for this notebook. Thanks!

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:41Z ----------------------------------------------------------------

Though I don't mind being associated with this at all, I didn't write any of it! I think you deserve full credit here Danh, and Chris too via the data.

danhphan commented on 2022-11-12T07:34:30Z ----------------------------------------------------------------

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:42Z ----------------------------------------------------------------

Same watermark as gp-kron,

%watermark -n -u -v -iv -w -p aesara,aeppl,xarray

danhphan commented 1 year ago

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

View entire conversation on ReviewNB

danhphan commented 1 year ago

Hi, thank you Bill, I have updated it :)

danhphan commented 1 year ago

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

danhphan commented 1 year ago

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

danhphan commented 1 year ago

Hi, thank you @fonnesbeck !

• © Githubissues.
• Githubissues is a development platform for aggregating issues.

[review-notebook-app[bot]]

View / edit / reply to this conversation on ReviewNB

fonnesbeck commented on 2022-11-01T13:32:49Z ----------------------------------------------------------------

Perhaps bump tuning to 2000 to try and get rid of the divergences.

danhphan commented 1 year ago

Hi yes, thanks Chris, I will address these comments this weekend!

danhphan commented 1 year ago

Thank you Chris, I have updated the notebook according to your suggestions. Let me know if it needs any further changes.

Also will need one more reviewer for this notebook. Thanks!

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:41Z ----------------------------------------------------------------

Though I don't mind being associated with this at all, I didn't write any of it! I think you deserve full credit here Danh, and Chris too via the data.

danhphan commented on 2022-11-12T07:34:30Z ----------------------------------------------------------------

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:42Z ----------------------------------------------------------------

Same watermark as gp-kron,

%watermark -n -u -v -iv -w -p aesara,aeppl,xarray

danhphan commented 1 year ago

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

View entire conversation on ReviewNB

danhphan commented 1 year ago

Hi, thank you Bill, I have updated it :)

danhphan commented 1 year ago

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

danhphan commented 1 year ago

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

danhphan commented 1 year ago

Hi, thank you @fonnesbeck !

• © Githubissues.
• Githubissues is a development platform for aggregating issues.

[danhphan]

Hi yes, thanks Chris, I will address these comments this weekend!

[danhphan]

Thank you Chris, I have updated the notebook according to your suggestions. Let me know if it needs any further changes.

Also will need one more reviewer for this notebook. Thanks!

[review-notebook-app[bot]]

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:41Z ----------------------------------------------------------------

Though I don't mind being associated with this at all, I didn't write any of it! I think you deserve full credit here Danh, and Chris too via the data.

danhphan commented on 2022-11-12T07:34:30Z ----------------------------------------------------------------

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

review-notebook-app[bot] commented 1 year ago

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:42Z ----------------------------------------------------------------

Same watermark as gp-kron,

%watermark -n -u -v -iv -w -p aesara,aeppl,xarray

danhphan commented 1 year ago

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

View entire conversation on ReviewNB

danhphan commented 1 year ago

Hi, thank you Bill, I have updated it :)

danhphan commented 1 year ago

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

danhphan commented 1 year ago

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

danhphan commented 1 year ago

Hi, thank you @fonnesbeck !

• © Githubissues.
• Githubissues is a development platform for aggregating issues.

[review-notebook-app[bot]]

View / edit / reply to this conversation on ReviewNB

bwengals commented on 2022-11-07T23:19:42Z ----------------------------------------------------------------

Same watermark as gp-kron,

%watermark -n -u -v -iv -w -p aesara,aeppl,xarray

danhphan commented 1 year ago

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

View entire conversation on ReviewNB

danhphan commented 1 year ago

Hi, thank you Bill, I have updated it :)

danhphan commented 1 year ago

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

danhphan commented 1 year ago

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

danhphan commented 1 year ago

Hi, thank you @fonnesbeck !

• © Githubissues.
• Githubissues is a development platform for aggregating issues.

[danhphan]

Hi Bill, I would like to keep the authors like that. Since several parts of this notebook are from your previous codes of ICM on PyMC3. Besides, it makes sense to include the mentors, as they also involve a lot in the ideas and suggestions of the notebook's content. Thank you.

---

View entire conversation on ReviewNB

[danhphan]

Hi, thank you Bill, I have updated it :)

[danhphan]

Thanks @OriolAbril. The notebook has been updated with reference and watermark :)

[danhphan]

Hi @OriolAbril @fonnesbeck If no further changes, this PR should be good to be merged. Thank you!

[danhphan]

Hi, thank you @fonnesbeck !