Hello there,

I am just starting to use pyro. I am supposed to use GPLVM and predict similar points as of my datasets. I have data of size 78 dimension, following the example given in examples/gplvm.html in pyro I reduced the dimension of data into latent space of dimension 2.

Now I need to predict similar points into latent space and back to 78 dimension. I am stuck here,(prediction of points and back to input dimension) can you please suggest how this is possible?

I feel that you need to do inference using GPLVM again on the new data points (using set_data method). But this time you can skip optimizing the GP parameters.

@fehiepsi thank you for your reply, and sorry for responding late!

I am absolute beginner and hope you can further help me as I was not clear on what you mean.

what I did till now is made a kernel using kernels.RBF, initiated inducing points and used this:

`gplvm=gp.models.SparseGPRegression()`

, guided using this `gplvm.X=pyro.nn.PyroSample(dist.Normal(X_init,0.1).to_event()) gplvm.autoguide("X",dist.Normal)`

and fetched mean and deviation using `mean = gplvm.X_loc.detach().numpy() `

and `std_dev=gplvm.X_scale.detach().numpy() `

respectively. Further, used this to predict new points in latent space `new_points_latent=np.random.normal(loc=mean, scale=std_dev, size=(new_points, mean.shape[1]))`

.

Now I am confused, if I am on correct way or not, if yes how can I proceed forward and if not how can I correct myself. Sorry if I am too specific.

Sorry, I misunderstood your question. I thought you wanted to get latent values corresponding to â€śnewâ€ť similar points in your dataset.

I think itâ€™s better to use `VariationalSparseGP`

instead and after fitting, you can do

```
gplvm(new_points_latent)
```

I feel that you can also do

```
gplvm.model()
```

so that you donâ€™t have to fetch `mean`

, `std_dev`

and create `new_points_latent`

. Let me know if it does not work.

thankyou! will try it.

I tried it, I didnâ€™t do `gplvm.model()`

but the same mean and std. deviation method, I used `gplvm(new_points_latent)`

ofc, converted new_points_latent into tensor using torch.tensor, but got tuple of length 2, as itâ€™s output and am not sure what did it return.

Couldnâ€™t find anything such in documentation too!

Hi @acharyafutures , you can find the documentation here Gaussian Processes â€” Pyro documentation

Thankyou for your quick response, I had a look at it, but am not sure what is the tuple returned by it.

Sorry, if I am too naive.

GP(X) returns a Normal/Multinomial distribution for `y`

. The returned value is mean and variance/covariance of that distribution. You can consider the mean as the prediction `y_pred`

. If you want to incorporate the uncertainty, you can use the variance and draw samples from that distribution.