probability icon indicating copy to clipboard operation
probability copied to clipboard

Missing preference for parameters in tfp.math.psd_kernels.RationalQuadratic

Open tumpji opened this issue 3 years ago • 0 comments

There are two exclusive parameters in tfp.math.psd_kernels.RationalQuadratic. The first is length_scale, and the second is inverse_length_scale. But both are marked as preferred -- it is the default value in the ParameterProperties. If the length_scale is less stable, it should be changed to:

...
length_scale=parameter_properties.ParameterProperties(
            is_preferred=False,
            default_constraining_bijector_fn=(
                lambda: softplus.Softplus(low=dtype_util.eps(dtype)))),
...

https://github.com/tensorflow/probability/blob/0759c57eb0306a5bb0fcc3d105bbcab9943092a5/tensorflow_probability/python/math/psd_kernels/rational_quadratic.py#L214

tumpji avatar Jan 13 '23 16:01 tumpji