RobustRelevancePursuitSingleTaskGP with specialized fit_gpytorch_mll
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This pull request was exported from Phabricator. Differential Revision: D68353582 |
Summary: This commit introduces an abstract `RobustRelevancePursuitModel` and `RobustRelevancePursuitSingleTaskGP`, a specific implementation of the abstract class. The main purpose of the new class is to provide an identical interface to a canonical `SingleTaskGP`, but automatically extend the likelihood with the `SparseOutlierGaussianLikelihood`, and toggle the Relevance Pursuit algorithm automatically through the marginal likelihood optimization via `fit_gpytorch_mll` by dispatching on the model type. This makes the model and algorithm easy to use. Differential Revision: D68353582
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This pull request was exported from Phabricator. Differential Revision: D68353582 |
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## main #2690 +/- ##
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- Coverage 99.98% 99.95% -0.04%
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Files 200 201 +1
Lines 18232 18305 +73
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+ Hits 18230 18297 +67
- Misses 2 8 +6 ☔ View full report in Codecov by Sentry. |
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Summary: This commit introduces an abstract
RobustRelevancePursuitModelandRobustRelevancePursuitSingleTaskGP, a specific implementation of the abstract class. The main purpose of the new class is to provide an identical interface to a canonicalSingleTaskGP, but automatically extend the likelihood with theSparseOutlierGaussianLikelihood, and toggle the Relevance Pursuit algorithm automatically through the marginal likelihood optimization viafit_gpytorch_mllby dispatching on the model type. This makes the model and algorithm easy to use.Differential Revision: D68353582