README.md

derivative-tinygp

Summary notebooks implementing derivative gaussian processes with tinygp. Building from the tinygp tutorial on Derivative Observations & Pytree Data, we implement a 2D derivative gaussian process, perform SVI with 1D derivative gaussian processes, and perform SVI using 2D derivative gaussian processes.

Note: The first three notebooks are instructional. The latter two are inefficient and unrefined. But, they were added anyways for reference. Better versions of those two notebooks may be added in the future.

Notebooks

1. 01_1d_deriv_gp.ipynb: 1D Derivative Gaussian Process
2. 02_2d_deriv_gp.ipynb: 2D Derivative Gaussian Process (Bonus: Polar GP Implementation)
3. 03_svi_1d_deriv_gp.ipynb: SVI with 1D Derivative Gaussian Process Prior
4. 04_svi_2d_deriv_gp.ipynb: SVI with 2D Derivative Gaussian Process Prior (Cartesian GP, Polar GP)
5. 05_svi_2d_sparse_deriv_gp.ipynb: SVI with 2D Sparse Derivative Gaussian Process Prior (Cartesian GP)

Installation

Run the environment.yml file by running the following command on the main repo directory:

conda env create

The installation works for conda==4.12.0. This will install all packages needed to run the code on a CPU with jupyter.

If you want to run this code with a CUDA GPU, you will need to download the appropriate jaxlib==0.4.13 version. For example, for my GPU running on CUDA==12.3, I would run:

pip install jaxlib==0.4.13+cuda12.cudnn89

The key to using this code directly would be to retain the jax and jaxlib versions.