Negative distance predicted by emulator about gpabc.jl

[tanhevg]

Which distance function are you using? By definition, a distance function should return a non-negative value for any pair of arguments. That's what the default (euclidean) does. If using a custom distance function, please make sure that it indeed defines a distance.

[EvaJanouskova]

I used the default distance function:

emul_abcsmc_res = @time EmulatedABCSMC( reference_data, simulator_function, priors, threshold_schedule, n_particles, n_design_points; write_progress = false, emulator_retraining = NoopRetraining(), emulated_particle_selection = PosteriorSampledEmulatedParticleSelection() );

[tanhevg]

Ok, this makes sense now: in emulation mode the distances are predicted by the GP. Predictions can indeed turn out negative, for example when the mean is very close to zero, and the variance is high. This could be exacerbated by using the full covariance matrix (use_diagonal_covariance = false). The root causes behind this could be problem-specific; I am afraid I do not have time to debug this now.

Does this work with default particle selection criterion (MeanEmulatedParticleSelection)? Please feel free to provide your own subtype of AbstractEmulatedParticleSelection and override abc_select_emulated_particles for it to use the absolute value of predicted distance.

[EvaJanouskova]

It does work with default particle selection criterion (MeanEmulatedParticleSelection). Thank you!

Since I don't necessarily insist on using PosteriorSampledEmulatedParticleSelection() and since I'm afraid I don't have time to debug this right now either, I'm leaving it open :/, sorry.