fixed observation noise bug #2
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Codecov Report
@@ Coverage Diff @@
## master #2 +/- ##
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- Coverage 96.10% 96.09% -0.02%
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Files 6 6
Lines 385 384 -1
Branches 47 47
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- Hits 370 369 -1
Misses 5 5
Partials 10 10
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chariff
approved these changes
Mar 7, 2021
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Thank you for catching and correcting my mistakes. I went through Chu and Ghahramani, 2005 and it seems that I also forgot to divide the first order derivative of the loss function by the noise variance in https://github.com/chariff/GPro/blob/master/GPro/posterior.py#L134. |
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Thanks for merging the pull request. Ha! Indeed, there should be a sigma there which I also missed. Will make a new pull request shortly. |
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When declaring the posterior approximation method in
preference.py,s_evalnow takes the default value ofalpha.When computing the matrix
cinposterior.py, the second-order derivative term is subtracted from the off-diagonal entries and added to the diagonal entries, following Chu and Ghahramani, 2005.