gp models predictive_gradients with mean function
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Description
Hi,
I found that when calling predictive_gradients for a gp model with non trivial mean, the gradient returned for mean does not include the contribute of gradient from the mean function. To fix it, I believe simply add the gradient of mean to the result is correct. Here is an example where the I use linear mean function, and gradient of predicted means are about 0.
import numpy as np
import GPy
x_test = np.linspace(-1,1,10).reshape(-1,1)
mf = GPy.mappings.Linear(1,1)
X = np.linspace(-1,1,10).reshape(-1,1)
Y = X
gp_model = GPy.models.GPRegression(X, Y, mean_function=mf)
gp_model.optimize_restarts()
print(gp_model)
print(gp_model.predict(x_test)[0])
print(gp_model.predictive_gradients(x_test)[0])
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Research direction
Start by running the provided Python example and tracing the GP model's predictive_gradients path. Check how the mean function is handled when computing gradients; done means the returned predicted-mean gradients include the contribution from the non-trivial linear mean function and the example no longer reports values near zero.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100