tensorflow / tensorflow/probability
Conditional Covariance
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Description
Is the line below calculated regarding conditional covariance with Schur complement?
If yes, should it be:
new_Sigma[q] := I - inv(Sigma[q])
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 tensorflow_probability/examples/vae.py around line 82 and review the surrounding covariance calculation. Compare it with the conditional-covariance Schur-complement derivation, then determine whether the proposed expression is mathematically intended. Done means the expected formula is confirmed and the example or its documentation is updated accordingly.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, tensorflow
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100