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Additional data to train approximate gp model #1993

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GirishMKulkarni opened this issue Apr 24, 2022 · 2 comments
Closed

Additional data to train approximate gp model #1993

GirishMKulkarni opened this issue Apr 24, 2022 · 2 comments

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@GirishMKulkarni
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Hi,

I would like to add new data to the already trained approximate GP model. Is there a way in gpytorch to update the hyperparameters without recalculating again incorporating the additional data? For Exact GP models, there are get_fantasy_data() and set_train_data() methods.
But how can I achieve this for Approximate GP?
(A similar issue for Exact GP was answered here #645)

Thanks in advance!

@wjmaddox
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Currently, this is somewhat impossible without re-training but this exact question is what #1874 will do for you once we merge it in. That PR is basically complete at this stage.

@GirishMKulkarni
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GirishMKulkarni commented Apr 25, 2022 via email

@gpleiss gpleiss closed this as completed Jun 29, 2022
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