Mean and kernel functions for first and second derivatives #2235

ankushaggarwal · 2022-12-24T11:09:48Z

Added new classes to work with derivatives:

Second derivative RBF kernel called RBFKernelGradGrad (without mixed second derivatives)
Three new mean functions:
a. ConstantMeanGradGrad
b. LinearMeanGrad
c. LinearMeanGradGrad

…ested more rigorously.

…t and second (non-mixed) derivatives

gpleiss

This mostly looks good! Diag should be implemented though.

There are linting errors - can you make sure that you pass the precommit hooks (see our contribution guidelines in the readme).

Additionally, please make sure that you add this kernel and these means to the documentation, and be sure that the docs compile for you locally (without warnings).

Thanks @ankushaggarwal !
Thanks @

gpytorch/kernels/rbf_kernel_gradgrad.py

ankushaggarwal · 2023-01-22T11:13:26Z

Thanks @gpleiss I have made hook fixes using pre-commit and added the new kernel and means to the doc files. However I cannot compile them locally (I am getting different errors, such as version.py not found etc.

I have implemented the diagonal option.

… version

…st_shapes as per the new gpytorch version

This reverts commit 451dfd1.

Balandat · 2023-01-23T01:20:15Z

.pre-commit-config.yaml

@@ -1,6 +1,6 @@
 repos:


Would you mind splitting out the hook update into a separate PR? It's good practice and easier to figure out if things go wrong if this is not intermingled with feature additions.

@Balandat I am not too familiar with the hook updates. Do you mean the changes in .pre-commit-config.yaml or changes to all the files by pre-commit (in commit c18e6d8)

I'm not sure why we need to change the pre-commit-hooks file at all. Can we get rid of these changes?

Yes, removed it.

ankushaggarwal

I have implemented the diag option for rbf_kernel_gradgrad

gpytorch/kernels/rbf_kernel_gradgrad.py

gpleiss

Thank you for adding the diag functionality, but this PR still needs unit tests. Please also add docstrings and type hints to all new classes and methods.

gpleiss · 2023-03-16T16:05:49Z

.pre-commit-config.yaml

@@ -1,6 +1,6 @@
 repos:


I'm not sure why we need to change the pre-commit-hooks file at all. Can we get rid of these changes?

gpleiss · 2023-03-16T16:08:23Z

gpytorch/kernels/rbf_kernel_gradgrad.py

+        This kernel does not have an `outputscale` parameter. To add a scaling parameter,
+        decorate this kernel with a :class:`gpytorch.kernels.ScaleKernel`.
+
+    Args:


Can you update the doc string to be in the standard sphinx format? (See the Kernel base class for an example)

gpleiss · 2023-03-16T16:09:49Z

gpytorch/means/constant_mean_gradgrad.py

+
+
+class ConstantMeanGradGrad(Mean):
+    def __init__(self, prior=None, batch_shape=torch.Size(), **kwargs):


Please add a doc string and type hints.

gpleiss · 2023-03-16T16:10:00Z

gpytorch/means/linear_mean_grad.py

+
+
+class LinearMeanGrad(Mean):
+    def __init__(self, input_size, batch_shape=torch.Size(), bias=True):


Doc string and type hints

gpleiss · 2023-03-16T16:10:12Z

gpytorch/means/linear_mean_gradgrad.py

+
+
+class LinearMeanGradGrad(Mean):
+    def __init__(self, input_size, batch_shape=torch.Size(), bias=True):


Doc string and type hints.

gpleiss · 2023-05-26T14:49:33Z

Thanks @ankushaggarwal !

ankushaggarwal and others added 3 commits December 24, 2022 10:57

Added an RBF kernel with second (non-mixed) derivatives. Need to be t…

99697e1

…ested more rigorously.

Added constant mean with second derivative and linear means with firs…

e3e97cb

…t and second (non-mixed) derivatives

Merge branch 'master' into second-derivs

cbf0bf0

gpleiss requested changes Jan 17, 2023

View reviewed changes

gpytorch/kernels/rbf_kernel_gradgrad.py Outdated Show resolved Hide resolved

ankushaggarwal and others added 4 commits January 22, 2023 10:29

Hook fixes using pre-commit

c18e6d8

Merge branch 'master' into second-derivs

6fa7f0d

Added new kernel and means to the documentation

c43c8c8

Hook fix

451dfd1

ankushaggarwal added 5 commits January 22, 2023 19:46

Changed from lazy tensor to linear operator as per the newer gpytorch…

9bf9c3b

… version

Changed from utils.broadcasting._mul_broadcast_shape to torch.broadca…

0bdfc3e

…st_shapes as per the new gpytorch version

Revert "Hook fix"

f6a3ce2

This reverts commit 451dfd1.

Fixed a minor error (as per the new version of gpytorch)

6e91183

Added the diag=True version of rbf gradgrad kernel

d473faf

Balandat reviewed Jan 23, 2023

View reviewed changes

ankushaggarwal added 2 commits January 23, 2023 09:37

Fix formatting with pre-commit

1f7ab49

Increased the underline length to pass doc test

b18ecc6

ankushaggarwal commented Jan 24, 2023

View reviewed changes

gpytorch/kernels/rbf_kernel_gradgrad.py Outdated Show resolved Hide resolved

ankushaggarwal requested a review from gpleiss February 5, 2023 16:42

gpleiss requested changes Mar 16, 2023

View reviewed changes

ankushaggarwal added 5 commits April 18, 2023 11:50

Getting rid of the changes to pre-commit-hooks

e246d2f

Merge remote-tracking branch 'upstream/master' into second-derivs

daeedab

Added docstrings and type hints

b717bfc

Fixed the wrong references in doc of ConstantMeanGradGrad

1623823

Added unit tests

bd8a9cc

ankushaggarwal requested a review from gpleiss April 21, 2023 17:05

gpleiss approved these changes May 26, 2023

View reviewed changes

Merge branch 'master' into second-derivs

94819cf

gpleiss enabled auto-merge (squash) May 26, 2023 14:45

gpleiss merged commit 163600b into cornellius-gp:master May 26, 2023
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Mean and kernel functions for first and second derivatives #2235

Mean and kernel functions for first and second derivatives #2235

ankushaggarwal commented Dec 24, 2022

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ankushaggarwal commented Jan 22, 2023 •

edited

Balandat Jan 23, 2023

ankushaggarwal Jan 23, 2023

gpleiss Mar 16, 2023

ankushaggarwal Apr 21, 2023

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ankushaggarwal Apr 21, 2023

gpleiss commented May 26, 2023



		class ConstantMeanGradGrad(Mean):
		def __init__(self, prior=None, batch_shape=torch.Size(), **kwargs):



		class LinearMeanGrad(Mean):
		def __init__(self, input_size, batch_shape=torch.Size(), bias=True):



		class LinearMeanGradGrad(Mean):
		def __init__(self, input_size, batch_shape=torch.Size(), bias=True):

Mean and kernel functions for first and second derivatives #2235

Mean and kernel functions for first and second derivatives #2235

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ankushaggarwal commented Dec 24, 2022

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ankushaggarwal commented Jan 22, 2023 • edited

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gpleiss commented May 26, 2023

ankushaggarwal commented Jan 22, 2023 •

edited