Closed khurram-ghani closed 1 year ago
Looks great, I couldn't fully track what was being tested with those changes, just to recap it's really important to check that:
- trajectory samplers return samples from the posterior distribution for a variety of models
- trajectory samplers update when needed
- and I guess the shapes of weights and samples are consistent for all models.
@vpicheny We have tests for these, covering these models:
quadratic_mean_rbf_kernel_model
)I am pretty sure that the current tests cover all of this (including the integration tests with Thompson Sampling I imagine?) but it wouldn't hurt to double-check
I found this integration test with Thompson sampling that covers this. It tests single output only though. Do we need a multioutput test here? Do we have existing toy problems for multioutputs?
I found this integration test with Thompson sampling that covers this. It tests single output only though. Do we need a multioutput test here? Do we have existing toy problems for multioutputs?
I don't think that we can get a multi-output integration test easily. The current integration test will check that we haven't introduced a bug for the single-gp case, which is already quite nice I think! All in all it looks like the test coverage is good enough as it is, thanks a lot for checking.
Addresses #724.
This PR adds
SeparateIndependent
kernels support toDecoupledTrajectorySampler
for gpflow models. As part of updating the tests, I have removed some of the duplication in the sampler tests.Similar support for
RandomFourierFeatureTrajectorySampler
can be added in a follow-on PR. Also, perhaps there is potential for combining this decoupled trajectory sampler with the one for gpfluxDeepGaussianProcessDecoupledTrajectorySampler
and simplifying. This could be covered in another PR.