improve Power-EP numerical stability/deal with invalid updates

thangbui / geepee

A collection of Gaussian process models

MIT License

29 stars 11 forks source link

improve Power-EP numerical stability/deal with invalid updates #9

Open thangbui opened 7 years ago

thangbui commented 7 years ago

What is the common way to handle invalid updates? how to automatically control damping? is using different damping factors for updates of different variables, a sensible scheme?