Closed Cyberface closed 2 years ago
Hi @Cyberface ,
Thank you for sending me the issue, and sorry for my super lazy response... My watching setting of this repo was wrong and I received no notification about this issue, sorry.
Looking at the shapes of the matrices this can be fixed by transposing the first F so F @ self.S @ F -> F.T @ self.S @ F
Yes, you are correct! The formula should be F.T @ self.S @ F
as you pointed out. Thanks!
However, the resulting samples didn't reflect the mean of the fitted GP very well at all
I also found a bug on the code for computing covariance matrix. Would you try the bugfix/gpt_covariance_matrix branch? The above bug is also fixed in this branch. I hope your problem will be solved by this branch.
Hi @tiskw, no problem at all :)
I think your fix has solved the problem!
Here is a quick colab notebook if you would like to take a look
https://colab.research.google.com/drive/1AyI_HaLM8rEfdf1ILvx47_Wn5S3WHABb?usp=sharing
Hi @Cyberface ,
I'm happy to hear that the problem was solved. Also, thank you for sharing your Colab notebook!
Would you mind if I add re-sampling code which is similar to your notebook to this example code? Of course I will add your name to the README of the example code. Your re-sampling code in your notebook is quite cool and valuable for users!
Hi @Cyberface ,
Thanks! I added your resampling code to my example script and updated the bug fix branch. I will merge the branch to main
in this weekend.
I think it may worth to register my notes to arXiv if the memo was helpful to you! However, I think, I need to add introduction and related works sections at least. I will do that later (within this month?), but thanks a lot for encouraging me!
Hi @tiskw,
Thanks for adding me to your graditude section, I am most greatful for it arigatou gozaimasu!
Yeah I definately think it would be useful!
Hi @Cyberface,
Haha, dou itashimashite :)
I will keep this issue open and will inform you when I update my note and register to arXiv.
Sounds good! All the best!
Sorry for my late work, but I finalized my document and now the document is ready for post.
However, I found that I need to be endorsed for posting an article to stat.ML subject class on arXiv. Therefore I've added "ask for help" message to the documents/README.md for seeking the opportunity to publish the document to arXiv.
I think I've done what I can do at this moment, so I will close this issue. Thanks!
Hi, thanks for putting together this repo, I found your notes on RFF and GPs really interesting!
I was trying to extract the covariance matrix from the GPR but was getting the following error
Looking at the shapes of the matrices this can be fixed by transposing the first
F
soF @ self.S @ F
->F.T @ self.S @ F
but not sure if that is correct. What do you think?I tried implementing this change and got a covariance matrix out. I assumed I could draw samples from the GP by doing something like this
However, the resulting samples didn't reflect the mean of the fitted GP very well at all so I'm pretty sure I'm doing something wrong! Any thoughts on this either?
Thanks!!