Georges Pantalos gpantalos
gpantalos
/ laplace_approximation.py
Created
February 4, 2021 13:48
Laplace Approximation in PyTorch
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| """ | |
| Laplace approximation of a Beta distribution. | |
| """ | |
| import matplotlib.pyplot as plt | |
| import torch | |
| x = torch.linspace(0, 1, 200) | |
| p = torch.distributions.Beta(2, 5) | |
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| import matplotlib.pyplot as plt | |
| import numpy as np | |
| inv = np.linalg.inv | |
| class GaussianProcess: | |
| def __init__(self, kernel, observed_index_points, observed_values, | |
| mean_function=None, stddev=1.0, noise_var=0.0): | |
| self.observed_index_points = self._handle(observed_index_points) |