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SMGPR : the induced points are different for each model #42

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patxikuku opened this issue Apr 4, 2020 · 1 comment
Open

SMGPR : the induced points are different for each model #42

patxikuku opened this issue Apr 4, 2020 · 1 comment

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@patxikuku
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In the implementation of calculate_factorization of the class SMGPR,
Z_0 (induced points of models[0]) is used for all the SGPR models but since the
models are optimized separately, all the sets Z_i are different.
In the original PILCO implementation all the models share the same induced points.
Could this affect the performances of SMGPR ?

I saw that GPFlow seems to be able to handle shared induced inputs.
https://gpflow.readthedocs.io/en/master/notebooks/advanced/multioutput.html

@patxikuku
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GPflow multioutputs is not available for the moment for GPR and SGPR.
GPflow/GPflow#1209

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