implemented predict_y and predict_noise #894
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
avullo
reviewed
Jan 27, 2025
| aleatoric_var, _ = model.predict_noise(qp) | ||
| _, total_var = model.predict_y(qp) | ||
|
|
||
| assert tf.reduce_all(total_var >= epistemic_var) |
There was a problem hiding this comment.
Suggested change
| assert tf.reduce_all(total_var >= epistemic_var) | |
| assert tf.reduce_all((total_var >= epistemic_var) & (total_var >= aleatoric_var)) |
Comment on lines
+117
to
119
| using a reparametrisation trick to speed up computation. Only epistemic uncertainty is taken | ||
| into account in sampling. Note that quantiles are not true trajectories, so this will likely | ||
| trajectories, so this will likely have some performance costs. |
There was a problem hiding this comment.
Suggested change
| using a reparametrisation trick to speed up computation. Only epistemic uncertainty is taken | |
| into account in sampling. Note that quantiles are not true trajectories, so this will likely | |
| trajectories, so this will likely have some performance costs. | |
| using a reparametrisation trick to speed up computation. Only epistemic uncertainty is taken | |
| into account in sampling. Note that quantiles are not true trajectories, so this will likely | |
| have some performance costs. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
this is an important change, it will affect DE model quite a bit, so its important to test downstream consequences
predictmethod now outputs estimation uncertainty, which is more appropriatepredict_ymethod which outputs combined uncertaintypredict_noisethat gives mean and variance of the noise (i.e. aleatoric uncertainty), which comes handy in some situationsnote that trajectory sampler behaviour will be affected as well, but only in the diversify mode