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Add NB and ZINB likelihoods #1656
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Hi & welcome to the GPflow community! Thanks for your contribution. I had actually needed negative-binomial likelihood in a previous project. This is on the edge between "should just be its own package on top of GPflow" (maintained by you however you see fit, for as long as you care about) vs "should be in GPflow-core" (maintained by the GPflow maintainers, and in general for as long as the GPflow project keeps existing). I'd be willing to incorporate this into GPflow itself, but it'd be great if you could address the following points:
Would you be up for that ? |
One thought specific to negative binomial likelihood is that there's different parametrisations (type I, type II, and I believe some more that are less commonly used) - maybe good to make that explicit in the docstring? Or even provide both parametrisations. |
yeah, definitely, no problem. |
Hi @dirmeier, thanks for your contribution, I was looking to implement the negative binomial likelihood as well before I found your PR here. More than happy to help with additional work to get this PR merged. Thank you. |
Codecov Report
@@ Coverage Diff @@
## develop #1656 +/- ##
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+ Coverage 96.08% 96.12% +0.03%
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Files 86 86
Lines 3861 3893 +32
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+ Hits 3710 3742 +32
Misses 151 151
Continue to review full report at Codecov.
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Ciao @st-- , Cheers, |
Ciao @st-- , did you find the time to have a look at this PR? |
bumping this. |
PR type: new feature
Summary
Ciao all,
in case you're interested, this PR adds negative binomial and zero-inflated negative binomial likelihoods. The two are used fairly often, for instance in genomics, to model overdispersion in count data. If you want to merge this, I'd add some tests and use cases and clean it up a bit, otherwise feel free to close this again of course.
Cheers,
Simon
Minimal working example