sparse axis aligned kernel for GP modeling#417
Draft
roussel-ryan wants to merge 7 commits intomainfrom
Draft
Conversation
Codecov Report❌ Patch coverage is
📢 Thoughts on this report? Let us know! |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
This pull request introduces support for constructing MAP SAAS (Sparse Axis-Aligned Subspace) Gaussian Process models in the Bayesian modeling workflow. It adds a utility method for building and training MAP SAAS GPs, enables users to specify which outputs should use SAAS priors, and integrates this functionality into the standard model construction pipeline. Additionally, a new example notebook demonstrates building GP models from scratch, and relevant tests are updated.
MAP SAAS GP Model Support
build_map_saas_gptobase_model.pyfor creating and training MAP SAAS SingleTaskGP models, with error handling and documentation.saas_outputsfield inStandardModelConstructor, and updated the model construction logic to use MAP SAAS GPs when appropriate. [1] [2]Documentation and Examples
saas.ipynbdemonstrating how to build GP models (including with SAAS priors) from scratch for data visualization and sensitivity analysis.model_creation.ipynbnotebook to use thexopt-devkernel and reflect the latest Python version. [1] [2]Testing
StandardModelConstructor.