BO using Custom GP Network model (DSVI, rsample, condition_on_observations, posterior_transform) #2818
Unanswered
saksham-kit
asked this question in
Q&A
Replies: 0 comments
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Uh oh!
There was an error while loading. Please reload this page.
-
I have made a custom partially observable Gaussian process network (POGPN) that uses variational inference for the posterior. The posterior is a DAG where each node has a posterior that can be MVN, MTMVN, categorical, or Bernoulli. I wrapped the MVN and MTMVN with GPyTorchPosterior and made a custom wrapper for the Categorical posterior using the Gumbel distribution. I also make sure that the optimization objective/node is continuous. I have integrated it with GPyTorch well and can use different input and output transforms from BoTorch. To be able to do BO using SAA with the POGPN model using BoTorch, I have a few questions:
rsample doubts
condition_on_observations
Posterior transform
I thank you for any support possible.
Beta Was this translation helpful? Give feedback.
All reactions