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How can I get one standard deviation of the predictive distributions? #26

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WilesDai opened this issue Mar 4, 2019 · 2 comments
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@WilesDai
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WilesDai commented Mar 4, 2019

In the Figure 5 of paper "Learning Scalable Deep Kernels with Recurrent Structure", predictive uncertainty of the GP-LSTM model is showed by contour plots and error-bars; the latter denote one standard deviation of the predictive distributions.
My question is how can I get one standard deviation of the predictive distributions when using keras-gp? I haven't found any interface function to get the standard deviation of the predictive distributions. Would you please help solve this problem?

@WilesDai
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WilesDai commented Mar 4, 2019

Very sorry, by the parameter "return_var" of the model.predict()? I'm too careless.

@alshedivat
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Yes, return_var should return the predictive variances. given the predictive mean and variance at each point, you can reconstruct the full predictive Gaussian distribution (as we did for the plots).

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