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Update HSGP with changes from PyMC #7342 #665

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Merged
merged 3 commits into from
Jun 10, 2024

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bwengals
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@bwengals bwengals commented Jun 1, 2024

  • Update usage of pm.gp.hsgp_approx.approx_hsgp_hyperparams
  • Replace Xs input with X on .prior_linearized
  • Add reference to Stan prior rec's for student-t degrees of freedom
  • Tweak priors on example 2 for better results

📚 Documentation preview 📚: https://pymc-examples--665.org.readthedocs.build/en/665/

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@bwengals bwengals requested a review from AlexAndorra June 1, 2024 23:37
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AlexAndorra commented on 2024-06-02T16:17:04Z
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Line #12.    X_center = (np.max(X, axis=0) - np.min(X, axis=0)) / 2.0

IIUC, this is computing the radius, not the mid point. For the latter, I think, we need to change the formula to:

X_center = (np.max(X, axis=0) + np.min(X, axis=0)) / 2


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Thanks @bwengals ! I think there is a typo in the computation of X_center for the Gram matrix. Otherwise it looks all good!

@AlexAndorra AlexAndorra merged commit 8ffc81c into pymc-devs:main Jun 10, 2024
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