Add Fantasy Strategy returning Exact GP

[GirishMKulkarni]

I want to add new data sequentially to an already trained approximate GP model. I used the get_fantasy_model method in ApproximateGP to add the first new data point, I get the Exact GP model in return. I want to know your thoughts on changing the return type. How can get the Approximate model even after adding new data? I need this because I want to have online training with one data point at a time.

[gpleiss]

It is probably possible to convert an exact GP model back to an approximate GP, but this is not implemented at the moment. This would probably require a research effort, and not something that we will be looking to implement in the near future.

[GirishMKulkarni]

Dear Geoff Pleiss, I contacted you regarding an online version of the get_fantasy_model function for approximate GP. You mentioned that it will require some research efforts. I have been thinking about it and I think I might have a solution for it. Please see a very short description of the solution attached. Kindly let me know if you think this is a right way and can be pursued further. I will be happy to discuss/explore the details with you. Best regards, Girish Dr. Girish Kulkarni Postdoctoral Researcher Mathematisches Institut der Heinrich-Heine-Unviersität Düsseldorf Universitätsstr. 1 Building: 25.22. Floor/Room: 03.51 D - 40225 Düsseldorf

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On Jun 29 2022, at 7:33 pm, Geoff Pleiss ***@***.***> wrote: It is probably possible to convert an exact GP model back to an approximate GP, but this is not implemented at the moment. This would probably require a research effort, and not something that we will be looking to implement in the near future. — Reply to this email directly, view it on GitHub (#2040 (comment)), or unsubscribe (https://github.com/notifications/unsubscribe-auth/ADGLO27AOPTCECUGAB7EQM3VRSCHJANCNFSM5YXLD6BA). You are receiving this because you authored the thread.