Skip to content

MMVN.to_data_independent_dist returns correct variance for non-interleaved MMVN distributions. #2172

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
Oct 23, 2022

Conversation

gpleiss
Copy link
Member

@gpleiss gpleiss commented Oct 22, 2022

This PR is critical to have correct variances for multi-output Deep GP models.

Previously, MMVN.to_data_independent_dist ewas written to only work with interleaved MMVN distributions. This PR makes MMVN.to_data_independent_dist work with non-interleaved distributions as well.

[Fixes #2072]

…eaved MMVN distributions.

This PR is critical to have correct variances for multi-output Deep GP
models.

Previously, MMVN.to_data_independent_dist ewas written to only work with interleaved
MMVN distributions. This PR makes MMVN.to_data_independent_dist work
with non-interleaved distributions as well.

[Fixes #2072]
Copy link
Collaborator

@Balandat Balandat left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

lgtm!

@Balandat Balandat merged commit 027379b into master Oct 23, 2022
@Balandat Balandat deleted the data_independent_dist_interleaved branch October 23, 2022 05:18
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
bug multitask For questions about multitask models
Projects
None yet
Development

Successfully merging this pull request may close these issues.

[Bug] Multi-input Multi-output GP with Variational Inference reporting Incorrect Variances
2 participants