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pyro/pyro/contrib/gp/models/sgpr.py
Line 65 in d58b00b
equivalent to the variational approach in :class:`.SparseVariationalGP` |
Hello, I'm a bit confused about the note referring to SparseVariationalGP
model, since I can't find such a model in Pyro. On the other hand, if this is just a typo, and the intention was to refer to VariationalSparseGP
I have two remarks
- Based on references (
Scalable variational Gaussian process classification
, James Hensman, Alexander G. de G. Matthews, Zoubin Ghahramani), as I understand it, the model represents the Sparse Variational Gaussian Process (SVGP). If this is the case, the name of the classVariationalSparseGP
seems a bit counterintuitive (SVGP vs VSGP) since the majority of the literature recognizes this model under the SVGP abbreviation. - What is meant by VFE being equivalent to SVGP? I thought that SVGP is an extended/improved version of VFE, see [1, 2].
Thank you for any help!