Multivariate GPs #2437
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XiankangTang
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I am currently working on the simulation of multivariate Gaussian processes. I am using Gaussian regression to reconstruct a greyscale map, that is a greyscale map where the intensity values are considered as a function of the coordinates. Because my structure is periodic, I chose to use the product of the RBF kernel function and the periodic kernel function as my kernel function. Here is my model.
`class GPModel(gpytorch.models.ExactGP):
def init(self, train_x, train_y, likelihood):
super(GPModel, self).init(train_x, train_y, likelihood)
self.mean_module = gpytorch.means.ConstantMean()
# self.base_kernel_1 = gpytorch.kernels.MaternKernel(nu=1.5, ard_num_dims=2)
self.base_kernel_1 = gpytorch.kernels.RBFKernel(ard_num_dims=2)
self.base_kernel_2 = gpytorch.kernels.PeriodicKernel(ard_num_dims=2)
self.base_kernel_3 = gpytorch.kernels.RBFKernel(ard_num_dims=2)
self.base_kernel_4 = gpytorch.kernels.PeriodicKernel(ard_num_dims=2)
self.base_kernel_5 = gpytorch.kernels.RBFKernel(ard_num_dims=2)
self.base_kernel_6 = gpytorch.kernels.PeriodicKernel(ard_num_dims=2)
self.base_kernel_7 = gpytorch.kernels.RBFKernel(ard_num_dims=2)
self.base_kernel_8 = gpytorch.kernels.PeriodicKernel(ard_num_dims=2)
self.covar_module = gpytorch.kernels.ScaleKernel(self.base_kernel_1 * self.base_kernel_2
+self.base_kernel_3 * self.base_kernel_4
+self.base_kernel_5 * self.base_kernel_6
+self.base_kernel_7 * self.base_kernel_8)
My question is why the final simulation results have nothing to do with the fact that I'm using several sets of RBFs and the product of periodic kernel functions.
![1](https://private-user-images.githubusercontent.com/46618597/281800194-70fe1fb7-a6e7-4484-a210-33151a1c8f0c.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJpc3MiOiJnaXRodWIuY29tIiwiYXVkIjoicmF3LmdpdGh1YnVzZXJjb250ZW50LmNvbSIsImtleSI6ImtleTUiLCJleHAiOjE3Mzk0MDQ2NjQsIm5iZiI6MTczOTQwNDM2NCwicGF0aCI6Ii80NjYxODU5Ny8yODE4MDAxOTQtNzBmZTFmYjctYTZlNy00NDg0LWEyMTAtMzMxNTFhMWM4ZjBjLnBuZz9YLUFtei1BbGdvcml0aG09QVdTNC1ITUFDLVNIQTI1NiZYLUFtei1DcmVkZW50aWFsPUFLSUFWQ09EWUxTQTUzUFFLNFpBJTJGMjAyNTAyMTIlMkZ1cy1lYXN0LTElMkZzMyUyRmF3czRfcmVxdWVzdCZYLUFtei1EYXRlPTIwMjUwMjEyVDIzNTI0NFomWC1BbXotRXhwaXJlcz0zMDAmWC1BbXotU2lnbmF0dXJlPWU4MjczNjIyOTA3OGU3ZGYwNjgxYTFlYzRkMjBkOTQzMjRjYmNkM2VjYTVmZjBhOTZhMzI3OTBlYjhkZTFmNDEmWC1BbXotU2lnbmVkSGVhZGVycz1ob3N0In0.Eq1Kzn585GBY_Dob2_mfHOcJY_K-4hV2onz1t_Of4JA)
![2](https://private-user-images.githubusercontent.com/46618597/281800202-6f814c24-7ebe-4200-b65c-fb67d2b1b39c.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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.5xcRZ99FINTmwiCFz_ZyCOl7f1v7Od_PwvyYgqospME)
![3](https://private-user-images.githubusercontent.com/46618597/281800205-970822d4-625b-441c-a35a-22c8fd359fb1.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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.MkVPIp8warA0IncW6bF9VUPM8dv65puWIB-PZwFYFX0)
![4](https://private-user-images.githubusercontent.com/46618597/281800210-22c2e06c-e7e7-4e73-a726-e762caec7647.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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.z8ZjXMwACAS5-jD14PrJ3V1cPSbT8fZ_liCbDocb7lE)
This is the absolute difference between the simulation results and the original picture, do they look different, I think the difference is too small.
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