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Increase code-sharing of LCEMGP & define construct_inputs #2291

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Summary:
Increases code sharing between LCEMGP & the parent MultiTaskGP:

  • Allows customizing mean, covariance & likelihood modules.
  • Eliminates duplicate forward implementation by renaming task_covar_matrix to task_covar_module.

Defines a construct_inputs method for LCEMGP that supports the kwargs used to customize the task covariance module (which differ from those used for MultiTaskGP).

Differential Revision: D55935507

Summary:

This allows creation of MTGPs that support inference from tasks that don't appear in the training data. See pytorch#2265 for some discussion on how the task covariance behaves in the absence of task specific data.

Differential Revision: D53029681
Summary:
Increases code sharing between LCEMGP & the parent MultiTaskGP:
- Allows customizing mean, covariance & likelihood modules.
- Eliminates duplicate `forward` implementation by renaming `task_covar_matrix` to `task_covar_module`.

Defines a `construct_inputs` method for LCEMGP that supports the kwargs used to customize the task covariance module (which differ from those used for MultiTaskGP).

Differential Revision: D55935507
@facebook-github-bot facebook-github-bot added CLA Signed Do not delete this pull request or issue due to inactivity. fb-exported labels Apr 9, 2024
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This pull request was exported from Phabricator. Differential Revision: D55935507

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This pull request has been merged in dc219ca.

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