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Implement whitened parametrisation #71

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merged 33 commits into from
Nov 16, 2021
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willtebbutt
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Closes #60

@theogf I've beaten you to making a PR!

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willtebbutt and others added 3 commits November 5, 2021 16:52
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codecov bot commented Nov 5, 2021

Codecov Report

Merging #71 (c1babe5) into master (8b4d798) will increase coverage by 0.12%.
The diff coverage is 100.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #71      +/-   ##
==========================================
+ Coverage   90.65%   90.78%   +0.12%     
==========================================
  Files           4        4              
  Lines         246      282      +36     
==========================================
+ Hits          223      256      +33     
- Misses         23       26       +3     
Impacted Files Coverage Δ
src/sparse_variational.jl 96.84% <100.00%> (-3.16%) ⬇️

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@st--
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st-- commented Nov 8, 2021

Could we not have the whitened/non-whitened q(u) parametrisation as a type parametrisation on SparseVariationalApproximation? It feels weird to have it be an entirely separate type...

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Could we not have the whitened/non-whitened q(u) parametrisation as a type parametrisation on SparseVariationalApproximation? It feels weird to have it be an entirely separate type...

Hmmm having both types subtype AbstractSparseVariationalApproximation felt reasonable to me, but I can also see adding a type parameter to SparseVariationalApproximation making sense. Could you elaborate a bit on why you feel it's weird having it as a separate type?

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st-- commented Nov 8, 2021

Could we not have the whitened/non-whitened q(u) parametrisation as a type parametrisation on SparseVariationalApproximation? It feels weird to have it be an entirely separate type...

Hmmm having both types subtype AbstractSparseVariationalApproximation felt reasonable to me, but I can also see adding a type parameter to SparseVariationalApproximation making sense. Could you elaborate a bit on why you feel it's weird having it as a separate type?

See https://github.com/JuliaGaussianProcesses/ApproximateGPs.jl/pull/71/files#r744641359

I'm also wondering if we could remove a bunch of the code duplication in whitened_/sparse_variational.jl ...

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theogf commented Nov 12, 2021

Let's merge conflicts and get that merged?

willtebbutt and others added 2 commits November 12, 2021 23:22
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@theogf please let me know if there's anything else that needs doing.

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Sorry I found additional comments. Especially about "Representation"

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willtebbutt and others added 2 commits November 13, 2021 15:43
Co-authored-by: Théo Galy-Fajou <theo.galyfajou@gmail.com>
Co-authored-by: Théo Galy-Fajou <theo.galyfajou@gmail.com>
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Docs are failing to build -- for some reason it can't find the docstrings for Centered and NonCentered (I've renamed to use American English locally). Any idea what might be going on?

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theogf commented Nov 15, 2021

Are the docs building locally?

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Unfortunately not :(

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theogf commented Nov 15, 2021

Ok I think I got the right fix for the docs (and pushed it)

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theogf commented Nov 15, 2021

The whole reason is that

raw"""
"""
function

looks like it does not properly attribute docs, you need to do:

@doc raw"""
"""
function

for it to work

theogf and others added 3 commits November 15, 2021 17:47
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@st-- @theogf are one of you happy to approve now? I think I've covered all of your suggestions.

@willtebbutt willtebbutt merged commit a3db592 into master Nov 16, 2021
@willtebbutt willtebbutt deleted the wct/whitened-inference branch November 16, 2021 20:28
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Whitening parametrisation
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