I am trying to compute WAIC for multioutput gaussian process, however, when I run this command
az.waic(gp_trace)
I get the following warning
C:\Users\GTS\anaconda3\envs\pymc_env\Lib\site-packages\arviz\stats\stats.py:1645: UserWarning: For one or more samples the posterior variance of the log predictive densities exceeds 0.4. This could be indication of WAIC starting to fail.
See [1507.04544] Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC for details
warnings.warn(
C:\Users\GTS\anaconda3\envs\pymc_env\Lib\site-packages\arviz\stats\stats.py:1673: UserWarning: The point-wise WAIC is the same with the sum WAIC, please double check
the Observed RV in your model to make sure it returns element-wise logp.warnings.warn(
I think the error is happened because the model has multioutput tasks (i.e., two tasks in my case) Any advice on how get the waic or the loo in this case?
Thank you