pymc-devs / pymc-devs/ptgp

Expose and document VGP variational parameters for fit diagnostics

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Dominant language
Jupyter Notebook
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Forks
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Avg merge
2d 2h
Merged PRs (30d)
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Description

The VGP Opper-Archambeau variational parameters carry per-point meaning that could be exposed for diagnostics. alpha is the expected score (a representer weight and pseudo-residual showing each point's influence) and lambda is the expected per-point information (the effective precision). Their reading depends on the likelihood: under Poisson lambda is the expected rate, under Bernoulli it peaks at the decision boundary, and under Student-t it drops toward zero for discounted outliers. Adding a helper to extract alpha, lambda, and diag(S) from a fit aligned to the training inputs, with the per-likelihood interpretations documented and checked against the Opper and Archambeau (2009) paper, would be worth doing. A skill file describing how to read these parameters for fit and data diagnosis should be included as well.

Contributor guide

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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

No file or test is named; start by locating the VGP Opper-Archambeau fit state and how its training inputs are represented. Check alpha, lambda, and diag(S) against the Opper and Archambeau (2009) paper, then define completion as an aligned extraction helper, per-likelihood documentation, diagnostic checks, and the requested skill file.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
documentation, machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Quiet
Clarity
Mostly clear
Newbie friendliness
48/100

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