Conditional sampling with vmap
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- Python
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Description
Hi!
As discussed in #39 one has to use vmap with numpyro plate. But how to obtain a conditional samples (e.g. on a finer X grid) in that case? In this tutorial it is done as follows (but w/o vmaping):
numpyro.deterministic("pred", gp.condition(y, true_t).gp.loc)
However, I can't get GaussianProcess instance out of the vmap-ed function build_gp (as in #39).
Thanks in advance!
Ilya
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the sampling-with-numpyro section of tutorials/modeling.html and compare it with the build_gp pattern discussed in issue #39. Trace how vmap and numpyro plate affect access to the GaussianProcess instance, then clarify what supported conditional-sampling behavior should look like and how it can be demonstrated.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100