Closed JuanUngredda closed 3 weeks ago
Hi @JuanUngredda. The difference of 2e-16 is completely negligible. The updates are computed using floating point operations with limited machine precision, so we can't expect the results to match perfectly to what the theory might suggest.
I'm running the following sanity check. When I fantasize a GP model using a base sample equals to zero I would expect that the mean predictions are the same compared to the base model used to fantasize, as given by the parametrization trick for the predictive posterior mean.
$$ \mu^{n+1}(x) = \mu^n(x) + \tilde\sigma(x, x^{n+1})Z $$
where $ \mu^n(x)$ is the posterior mean given $n$ observations, $\tilde\sigma(x, x^{n+1})$ the "predictive standard deviation" given the conditioning location, and Z a normal distribution. From the formula, if Z generates a value of zero the expression simplifies to be ony the current posterior mean. However, when I test the following code I get some small errors when comparing wrt the current posterior mean
I'm curious to know if this is something expected from the code or maybe there's a problem in the following snippet
To reproduce
Code snippet to reproduce
Stack trace/error message
Expected Behavior
I would expect the diff_model0 would be equals to zero.
System information
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