MarginalSparse rename to MarginalApprox #5242
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add subclass MarginalSparse with warning
change default approx from FITC to VFE
fix bug in whether cov_func and mean_func are forced kwargs
in MarginalApprox
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Should add deprecation warning as well as release notes. |
bwengals
commented
Dec 8, 2021
Codecov Report
@@ Coverage Diff @@
## main #5242 +/- ##
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+ Coverage 78.94% 79.18% +0.23%
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Files 88 88
Lines 14237 14347 +110
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+ Hits 11240 11360 +120
+ Misses 2997 2987 -10
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bwengals
changed the title
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LGTM. Are the CI problems related to this? |
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Yes, tests failing was my bad. Passing now. |
twiecki
approved these changes
Dec 14, 2021
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Renames
gp.MarginalSparsetogp.MarginalApproxas per #5228.There are also two other related changes that should have been in #5055.
cov_funcandmean_funcweren't forced kwargs inMarginalSparse, fixed that.approxfrom FITC to VFE. VFE is a better default because it's posterior is a proper GP, while FITC can show heteroskedastic behavior depending on where the inducing point locations are placed. VFE may sometimes overestimate the noise. This follows recommendation of https://proceedings.neurips.cc/paper/2016/file/7250eb93b3c18cc9daa29cf58af7a004-Paper.pdf