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Copy file name to clipboardExpand all lines: doc/_src_docs/surrogate_models/sgp.rstx
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In SMT the methods: Fully Independent Training Conditional (FITC) method and the Variational Free Energy (VFE) approximation
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are implemented inspired from inference methods developed in the GPy project [2]_
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In practice, the implementation rely on the expression of their respective negative marginal log
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In practice, the implementation relies on the expression of their respective negative marginal log
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likelihood (NMLL), which is minimised to train the methods. We have the following expressions:
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For FITC
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Limitations
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-----------
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* Inducing points location can not be optimized.
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* Inducing points location can not be optimized (a workaround is to provide inducing points as the centroids of k-means clusters over the training data).
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