PositiveIndexKernel

[hvarfner]

Summary:
PositiveIndexKernel - a MultiTaskGP kernel that enforces positive correlation. Should probably be upstreamed into GPyTorch at some point.

Also introduces priors on diagonal and off-diagonals separately, so that priors can be set on task correlation in a more intuititve fashion.

Differential Revision: D84878629

[meta-codesync]

@hvarfner has exported this pull request. If you are a Meta employee, you can view the originating Diff in D84878629.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.98%. Comparing base (09502f9) to head (ec1921c).
⚠️ Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #3047   +/-   ##
=======================================
  Coverage   99.98%   99.98%           
=======================================
  Files         216      217    +1     
  Lines       20581    20639   +58     
=======================================
+ Hits        20577    20635   +58     
  Misses          4        4           

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:

• ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.
• 📦 JS Bundle Analysis: Save yourself from yourself by tracking and limiting bundle sizes in JS merges.