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IterGP: Computation-Aware Gaussian Process Inference (NeurIPS 2022)

Home Page: https://itergp.readthedocs.io

License: MIT License

Python 100.00%

gaussian-processes numerical-linear-algebra machine-learning probabilistic-numerics neurips-2022

itergp's Introduction

Home | Tutorials | API Reference | Research Paper

IterGP: Computation-Aware Gaussian Process Inference

This repository contains an implementation of the framework described in the paper Posterior and Computational Uncertainty in Gaussian Processes.

Installation

You can install the Python package via pip:

pip install git+https://github.com/JonathanWenger/itergp.git

Documentation and Tutorials

To understand how to use the functionality of IterGP, take a look at the API reference and the tutorials.

Datasets

Any datasets used in the experiments can be accessed via the API:

from itergp import datasets

data = datasets.uci.BikeSharing(dir="data/uci")
data.train.y
# array([ 0.20011634, -2.74432264,  0.14604912, ...,  0.40556032,
#         0.57590568, -0.54709806])

If the dataset is not already cached, it will be downloaded and cached locally.

Citation

@inproceedings{wenger2022itergp,
  author    = {Jonathan Wenger and Geoff Pleiss and Marvin Pf{\"o}rtner and Philipp Hennig and John P. Cunningham},
  booktitle = {Advances in Neural Information Processing Systems (NeurIPS)},
  keywords  = {gaussian processes, probabilistic numerics, numerical analysis},
  title     = {Posterior and Computational Uncertainty in {G}aussian processes},
  url       = {https://arxiv.org/abs/2205.15449},
  year      = {2022}
}

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itergp's Issues

Permission Denied (publickey)

When trying to clone probnum within the pip install, I'm running into Permission Denied (publickey)

I just copied the entire command line output here, I hope it's somewhat readable
(Numerics) ➜ Python is the name of the conda env and directory - commands follow after it

(Numerics) ➜  Python pip uninstall probnum
WARNING: Skipping probnum as it is not installed.
(Numerics) ➜  Python git clone https://github.com/JonathanWenger/itergp.git
Cloning into 'itergp'...
remote: Enumerating objects: 158, done.
remote: Counting objects: 100% (17/17), done.
remote: Compressing objects: 100% (11/11), done.
remote: Total 158 (delta 4), reused 10 (delta 4), pack-reused 141
Receiving objects: 100% (158/158), 5.73 MiB | 20.79 MiB/s, done.
Resolving deltas: 100% (20/20), done.
(Numerics) ➜  Python cd itergp 
(Numerics) ➜  itergp git:(main) pip install .
Processing /Users/leander/Documents/Coding/Libraries/Python/itergp
  Installing build dependencies ... done
  Getting requirements to build wheel ... done
  Preparing metadata (pyproject.toml) ... done
Collecting probnum@ git+ssh://[email protected]/marvinpfoertner/probnum.git@ad-prototype
  Cloning ssh://****@github.com/marvinpfoertner/probnum.git (to revision ad-prototype) to /private/var/folders/v_/ht9_s7xd68bfqtfbsh60mrd00000gn/T/pip-install-wjxbkv98/probnum_61aaf70cb5ec4e819182d3d817d3cfd1
  Running command git clone --filter=blob:none --quiet 'ssh://****@github.com/marvinpfoertner/probnum.git' /private/var/folders/v_/ht9_s7xd68bfqtfbsh60mrd00000gn/T/pip-install-wjxbkv98/probnum_61aaf70cb5ec4e819182d3d817d3cfd1
  [email protected]: Permission denied (publickey).
  fatal: Could not read from remote repository.

  Please make sure you have the correct access rights
  and the repository exists.
  error: subprocess-exited-with-error
  
  × git clone --filter=blob:none --quiet 'ssh://****@github.com/marvinpfoertner/probnum.git' /private/var/folders/v_/ht9_s7xd68bfqtfbsh60mrd00000gn/T/pip-install-wjxbkv98/probnum_61aaf70cb5ec4e819182d3d817d3cfd1 did not run successfully.
  │ exit code: 128
  ╰─> See above for output.
  
  note: This error originates from a subprocess, and is likely not a problem with pip.
error: subprocess-exited-with-error

× git clone --filter=blob:none --quiet 'ssh://****@github.com/marvinpfoertner/probnum.git' /private/var/folders/v_/ht9_s7xd68bfqtfbsh60mrd00000gn/T/pip-install-wjxbkv98/probnum_61aaf70cb5ec4e819182d3d817d3cfd1 did not run successfully.
│ exit code: 128
╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.

"AttributeError: 'SumKernel' object has no attribute 'linop'" when using sum of kernels

Hi! in _gaussian_process.py, function _evaluate from the class Mean throws an error "AttributeError: 'SumKernel' object has no attribute 'linop'", when I am trying to calculate posterior mean from GaussianProcess with combined kernel (sum and/or product). Is there a reason, why sum of kernels (and multiplication) is not supported? Is there any workaround, if I want to work with a combined kernels? Thanks in advance!

ImportError: cannot import name 'backend' from 'probnum'

I install the package probnum 0.1.19, and run the code,

import sys
sys.path.append("./itergp-main/src")
from itergp import datasets

data = datasets.uci.BikeSharing(dir="data/uci")
print(data.train.y)

but, an error occurs:

ImportError: cannot import name 'backend' from 'probnum'

What's the problem here?

error: subprocess-exited-with-error

I download the new package for itergp, and execute the command pip install.
Then, it shows the error "error: subprocess-exited-with-error".

The complete execution show below:

Processing /Users/suyunkuan/Desktop/ML_Numerics for Machine Learning/Exercise/Ex2/itergp
Installing build dependencies ... done
Getting requirements to build wheel ... done
Installing backend dependencies ... done
Preparing metadata (pyproject.toml) ... done
Collecting probnum@ git+https://github.com/marvinpfoertner/probnum.git@ad-prototype
Cloning https://github.com/marvinpfoertner/probnum.git (to revision ad-prototype) to /private/var/folders/vw/0wr8h_mx7t754p2l19b2mc_r0000gn/T/pip-install-ibzys1gc/probnum_ba67848f910146c89ae6e3683faa4cbe
Running command git clone --filter=blob:none --quiet https://github.com/marvinpfoertner/probnum.git /private/var/folders/vw/0wr8h_mx7t754p2l19b2mc_r0000gn/T/pip-install-ibzys1gc/probnum_ba67848f910146c89ae6e3683faa4cbe
Running command git checkout -b ad-prototype --track origin/ad-prototype
Switched to a new branch 'ad-prototype'
branch 'ad-prototype' set up to track 'origin/ad-prototype'.
Resolved https://github.com/marvinpfoertner/probnum.git to commit bff243f58f2a7f5aa9060a973559b3b4e6ef6db1
Installing build dependencies ... done
Getting requirements to build wheel ... error
error: subprocess-exited-with-error

× Getting requirements to build wheel did not run successfully.
│ exit code: 1
╰─> [47 lines of output]
Error in sitecustomize; set PYTHONVERBOSE for traceback:
AssertionError:
/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py:108: _BetaConfiguration: Support for [tool.setuptools] in pyproject.toml is still beta.
warnings.warn(msg, _BetaConfiguration)
Traceback (most recent call last):
File "/opt/homebrew/lib/python3.10/site-packages/pip/_vendor/pep517/in_process/_in_process.py", line 351, in 
main()
File "/opt/homebrew/lib/python3.10/site-packages/pip/_vendor/pep517/in_process/_in_process.py", line 333, in main
json_out['return_val'] = hook(**hook_input['kwargs'])
File "/opt/homebrew/lib/python3.10/site-packages/pip/_vendor/pep517/in_process/_in_process.py", line 118, in get_requires_for_build_wheel
return hook(config_settings)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/build_meta.py", line 338, in get_requires_for_build_wheel
return self._get_build_requires(config_settings, requirements=['wheel'])
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/build_meta.py", line 320, in _get_build_requires
self.run_setup()
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/build_meta.py", line 335, in run_setup
exec(code, locals())
File "", line 33, in 
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/init.py", line 87, in setup
return distutils.core.setup(**attrs)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/_distutils/core.py", line 159, in setup
dist.parse_config_files()
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/dist.py", line 868, in parse_config_files
pyprojecttoml.apply_configuration(self, filename, ignore_option_errors)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 62, in apply_configuration
config = read_configuration(filepath, True, ignore_option_errors, dist)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 140, in read_configuration
return expand_configuration(asdict, root_dir, ignore_option_errors, dist)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 195, in expand_configuration
return _ConfigExpander(config, root_dir, ignore_option_errors, dist).expand()
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 242, in expand
self._expand_all_dynamic(dist, package_dir)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 286, in _expand_all_dynamic
version=self._obtain_version(dist, package_dir),
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 332, in _obtain_version
return _expand.version(self._obtain(dist, "version", package_dir))
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 321, in _obtain
return self._expand_directive(
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/pyprojecttoml.py", line 315, in _expand_directive
return _expand.read_attr(directive["attr"], package_dir, root_dir)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/expand.py", line 187, in read_attr
spec = _find_spec(module_name, path)
File "/opt/homebrew/lib/python3.10/site-packages/setuptools/config/expand.py", line 199, in _find_spec
spec = spec or importlib.util.find_spec(module_name)
File "/opt/homebrew/Cellar/[email protected]/3.10.8/Frameworks/Python.framework/Versions/3.10/lib/python3.10/importlib/util.py", line 94, in find_spec
parent = import(parent_name, fromlist=['path'])
ModuleNotFoundError: No module named 'probnum'
[end of output]

note: This error originates from a subprocess, and is likely not a problem with pip.
error: subprocess-exited-with-error

× Getting requirements to build wheel did not run successfully.
│ exit code: 1
╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.

Problems with importing itergp: module named 'fcntl' not found

I've tried to import itergp, as stated in the README file, but got the error:
ModuleNotFoundError: No module named 'fcntl'
It seems as the fcntl module is not available on Windows. So is it nevertheless possible to import itergp on a windows pc?

jonathanwenger / itergp Goto Github PK

itergp's Introduction

Home | Tutorials | API Reference | Research Paper

IterGP: Computation-Aware Gaussian Process Inference

Installation

Documentation and Tutorials

Datasets

Citation

itergp's People

Stargazers

Watchers

Forkers

itergp's Issues

Permission Denied (publickey)

"AttributeError: 'SumKernel' object has no attribute 'linop'" when using sum of kernels

ImportError: cannot import name 'backend' from 'probnum'

error: subprocess-exited-with-error

Problems with importing itergp: module named 'fcntl' not found

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