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format fixups
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peddie committed Aug 5, 2024
1 parent bf9fd3b commit 9b9cb6a
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Showing 4 changed files with 12 additions and 11 deletions.
2 changes: 1 addition & 1 deletion include/albatross/src/cereal/gp.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -18,8 +18,8 @@ using albatross::GaussianProcessBase;
using albatross::GPFit;
using albatross::LinearCombination;

using albatross::SparseGPFit;
using albatross::PICGPFit;
using albatross::SparseGPFit;

#ifndef GP_SERIALIZATION_VERSION
#define GP_SERIALIZATION_VERSION 2
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4 changes: 2 additions & 2 deletions include/albatross/src/models/pic_gp.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -681,7 +681,8 @@ class PICGaussianProcessRegression
(xi_lambda.transpose() * xi_lambda - xi_u.transpose() * xi_u)
.diagonal()};

const Eigen::VectorXd U_diag = (K_up.transpose() * sparse_gp_fit.W * Vp).diagonal();
const Eigen::VectorXd U_diag =
(K_up.transpose() * sparse_gp_fit.W * Vp).diagonal();

Eigen::VectorXd marginal_variance(cast::to_index(features.size()));
for (Eigen::Index i = 0; i < marginal_variance.size(); ++i) {
Expand Down Expand Up @@ -764,7 +765,6 @@ class PICGaussianProcessRegression
}
Vp.makeCompressed();


Eigen::MatrixXd xi_lambda = sparse_gp_fit.A_ldlt.sqrt_solve(Vp);
Eigen::MatrixXd xi_u = sparse_gp_fit.Z * Vp;
Eigen::MatrixXd VSV{xi_lambda.transpose() * xi_lambda -
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3 changes: 1 addition & 2 deletions include/albatross/src/models/sparse_common.hpp
Original file line number Diff line number Diff line change
Expand Up @@ -86,7 +86,6 @@ struct DenseQRImplementation {
}
};


} // namespace albatross

#endif // INCLUDE_ALBATROSS_MODELS_SPARSE_COMMON_H_
#endif // INCLUDE_ALBATROSS_MODELS_SPARSE_COMMON_H_
14 changes: 8 additions & 6 deletions tests/test_pic_gp.cc
Original file line number Diff line number Diff line change
Expand Up @@ -59,7 +59,6 @@ TEST(TestPicGP, TestPredictionExists) {
EXPECT_GT(pic_pred.mean.size(), 0);
}


TEST(TestPicGP, ScalarEquivalence) {
static constexpr std::size_t kNumTrainPoints = 3;
static constexpr std::size_t kNumTestPoints = 1;
Expand Down Expand Up @@ -337,7 +336,8 @@ TEST(TestPicGP, PITCEquivalenceOutOfTraining) {

auto test_features = linspace(10.1, 19.9, kNumTestPoints);
auto pic_pred = pic_fit.predict_with_measurement_noise(test_features).joint();
auto pitc_pred = pitc_fit.predict_with_measurement_noise(test_features).joint();
auto pitc_pred =
pitc_fit.predict_with_measurement_noise(test_features).joint();

EXPECT_LT(distance::wasserstein_2(pic_pred, pitc_pred), 1e-12);
}
Expand All @@ -358,7 +358,8 @@ TEST(TestPicGP, PredictMeanEquivalent) {

auto test_features = linspace(0.1, 9.9, kNumTestPoints);
auto pic_pred = pic_fit.predict_with_measurement_noise(test_features).mean();
auto pic_joint_pred = pic_fit.predict_with_measurement_noise(test_features).joint();
auto pic_joint_pred =
pic_fit.predict_with_measurement_noise(test_features).joint();

const double pic_mean_error = (pic_pred - pic_joint_pred.mean).norm();
EXPECT_LT(pic_mean_error, 1e-12);
Expand All @@ -379,8 +380,10 @@ TEST(TestPicGP, PredictMarginalEquivalent) {
auto pic_fit = pic.fit(dataset);

auto test_features = linspace(0.1, 9.9, kNumTestPoints);
auto pic_pred = pic_fit.predict_with_measurement_noise(test_features).marginal();
auto pic_joint_pred = pic_fit.predict_with_measurement_noise(test_features).joint();
auto pic_pred =
pic_fit.predict_with_measurement_noise(test_features).marginal();
auto pic_joint_pred =
pic_fit.predict_with_measurement_noise(test_features).joint();

const double pic_marginal_error =
(pic_pred.mean - pic_joint_pred.mean).norm();
Expand All @@ -400,5 +403,4 @@ TEST(TestPicGP, PredictMarginalEquivalent) {
.format(Eigen::FullPrecision);
}


} // namespace albatross

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