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Fix multitask/added_loss_term bugs in SGPR regression #2121

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Oct 3, 2022
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@gpleiss gpleiss commented Sep 6, 2022

This PR addresses two bugs

  1. Enable InducingPoint kernel to work with multitask regression (As pointed out by @GHU2021, there's currently an error when trying to use MultitaskKernel in conjunction with InducingPointKernel)

  2. Fix broadcasting for SGPR added loss term (Previously, the added loss term was summing over data dimensions and batch dimensions, which would artificially inflate this term for batch SGPR models. This PR ensures that we are only summing over data dimensions and not batch dimensions.)

[Fixes #2113]

@gpleiss gpleiss added bug multitask For questions about multitask models labels Sep 6, 2022
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Given that this changes the behavior in the batch case, should we add a test for the batch case as well so we can catch breakages/regressions down the road?

test/examples/test_kronecker_multitask_sgpr_regression.py Outdated Show resolved Hide resolved
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gpleiss commented Sep 7, 2022

Given that this changes the behavior in the batch case, should we add a test for the batch case as well so we can catch breakages/regressions down the road?

Agreed. We should probably add a unit test for the added loss term.

- Enable InducingPoint kernel to work with multitask regression
- Enable broadcasting for SGPR added loss term

[Fixes #2113]
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[Bug] Multitask GP + Sparse GP
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