I’ve got a working GP on some simple example data (i.e. sin(x)). Now I want to examine the GP prior before I start an expensive sampling process. How can this be done?
with pm.Model() as model: ls = pm.HalfCauchy('ls', beta=5) # zero mean mean = pm.gp.mean.Constant(0) # input_dim = the total columns of X cov = pm.gp.cov.ExpQuad(input_dim=1, ls=ls) # The GP gp = pm.gp.Marginal(mean , cov) # Observed data f = gp.marginal_likelihood('y_obs', X, Y.flatten(), noise=0) # Conditional GP f_star = gp.conditional('f*', x) step = pm.NUTS() trace = pm.sample(chains=1, step=step, tune=50, draws=100)