JuliaGaussianProcesses / JuliaGaussianProcesses/AbstractGPs.jl

Noise parameter `Sigma` can't be recovered from `PosteriorGPs`

Open
#368 5 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
Julia
Stars
287
Forks
27
PR merge metrics
No merged PRs in 30d

Description

I noticed that once you have a PosteriorGP, it is no longer possible to recover the noise level that was given in the construction of the FiniteGP.

My quick fix for this would be to just add Sigma_y to the data field in the PosteriorGP. I have this currently implemented in a local copy, and am happy to make a quick PR.

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by tracing how PosteriorGP is constructed from FiniteGP and how its data field is exposed. Confirm that Sigma_y can be recovered from the resulting PosteriorGP, and verify that the behavior is covered by the repository's existing tests.】【。} pesa? JSON typo? I included weird trailing

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Bug
Difficulty
2/5
Estimated time
1-3 hours
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.