jameshensman / vff

Variational Fourier Features

VFF

Variational Fourier Features for Gaussian Processes

By James Hensman, Nicolas Durrande and Arno Solin.

Code accompanies this JMLR paper: http://www.jmlr.org/papers/v18/16-579.html

Install

VFF relies heavily on GPflow. After installing GPflow, clone this repo and add the VFF directory to your PYTHONPATH. There are some examples in the experiments directory that replicate figures from the manuscript.

Questions and comments are welcome via github issues on this repo.

vff's Issues

Airline data link is broken!

The link provided to download airline data seems broken to me. If you can confirm that it will be great. Thanks

wget https://www.dropbox.com/s/32lz1vnjx3bg9hd/airline.pickle.zip?dl=1 -O airline.pickle.zip
--2019-12-16 13:11:40-- https://www.dropbox.com/s/32lz1vnjx3bg9hd/airline.pickle.zip?dl=1
Resolving www.dropbox.com (www.dropbox.com)... 162.125.4.1, 2620:100:6019:1::a27d:401
Connecting to www.dropbox.com (www.dropbox.com)|162.125.4.1|:443... connected.
HTTP request sent, awaiting response... 301 Moved Permanently
Location: /s/dl/32lz1vnjx3bg9hd/airline.pickle.zip [following]
--2019-12-16 13:11:40-- https://www.dropbox.com/s/dl/32lz1vnjx3bg9hd/airline.pickle.zip
Reusing existing connection to www.dropbox.com:443.
HTTP request sent, awaiting response... 400 Bad Request
2019-12-16 13:11:40 ERROR 400: Bad Request.

def make_Kuf_np(X, a, b, ms):

Why the code [omegas = omegas[omegas != 0] # don't compute zeros freq.] lies after 'Kuf_cos'? This may lead to a different length between Kuf_cos and Kuf_sin. Is it OK?

error about gpflow.tf_wraps.eye

I run the command python3 figure.py to execute the code, but encounter the error:

module 'gpflow' has no attribute 'tf_wraps'

The version I use:
gpflow: 2.0.5
tensorflow: 2.2.0

How to replace the code gpflow.tf_wraps.eye in new gpflow version ? Thank you very much

missing informaiton about the versions of dependencies

Hello Everyone,

Thanks for sharing this awesome code repo. I am trying to use it and getting many errors (one mentioned below) possibly because I don't have the correct setup. Considering the rapid and dynamic upgrade in tensorflow and gpflow, it will be good to mention the versions with which this repo has been build upon or work with.

For example, the following error does not make sense at all as I can see that build_likelihood_terms exists here. But it might be because of the setup or something really basic. It doesn't definitely look like an issue with the actual code.

Thanks

Error print for one case:
~/skigp/libs/GPflow/gpflow/decors.py in tensor_mode_wrapper(obj, *args, **kwargs)
65 prev_value = _params_as_tensors_enter(obj, True)
66 try:
---> 67 result = method(obj, *args, **kwargs)
68 finally:
69 _params_as_tensors_exit(obj, prev_value)

~/skigp/libs/VFF/VFF/gpr.py in _build_likelihood(self)
282 @gpflow.params_as_tensors
283 def _build_likelihood(self):
--> 284 return reduce(tf.add, self.build_likelihood_terms())
285
286 @gpflow.params_as_tensors

~/skigp/libs/GPflow/gpflow/params/parameterized.py in getattribute(self, name)
335
336 def getattribute(self, name):
--> 337 attr = misc.get_attribute(self, name)
338 if isinstance(attr, Parameter) and TensorConverter.tensor_mode(self):
339 return Parameterized._tensor_mode_parameter(attr)

~/skigp/libs/GPflow/gpflow/misc.py in get_attribute(obj, name, allow_fail, default)
169 if allow_fail:
170 return default
--> 171 raise error
172
173

~/skigp/libs/GPflow/gpflow/misc.py in get_attribute(obj, name, allow_fail, default)
165 def get_attribute(obj, name, allow_fail=False, default=None):
166 try:
--> 167 return object.getattribute(obj, name)
168 except AttributeError as error:
169 if allow_fail:

AttributeError: 'GPRKron' object has no attribute 'build_likelihood_terms'

change in names of underlying gpflow routines

I think the code for VFF has not been updated for the new naming conventions of gpflow .