Rff sampler #195
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Rff sampler #195
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added 2 commits
March 21, 2023 14:23
thomaspinder
requested changes
Mar 23, 2023
| seed: KeyArray, | ||
| num_features: Optional[int] = 100, | ||
| ) -> FunctionalSample: | ||
| """Build an approximate sample from the Gaussian process prior. This method |
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Think you'll need a raw string or double backslashes.
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"""Build should be r"""Build
thomaspinder
approved these changes
Apr 6, 2023
| seed: KeyArray, | ||
| num_features: Optional[int] = 100, | ||
| ) -> FunctionalSample: | ||
| """Build an approximate sample from the Gaussian process prior. This method |
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"""Build should be r"""Build
| params: Dict, | ||
| train_data: Dataset, | ||
| key: KeyArray, | ||
| num_features: Optional[int] = 100, |
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Is 100 sensible here?
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yeah actually, you dont need very many for the decoupled sampling!
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I have added a method to the GP prior so that we can get approximate samples from the GP. I use the standard RFF approach to get samples with functional forms that can be cheaply queried as many times as we like.