The Pyro Way of Optimizing Hyperparameters in a FBGPR Model

Misc.
1

I know that Pyro has a GPR API. So I think that one can learn the hyperparameter (assume the RBF kernel, and the two kernel parameters being the learnable hyperparameters) instead of using your own setup with a PyTorch optimizer. I can’t figure out how to do it I have looked at the GPR introduction and Gaussian Processes — Pyro Tutorials 1.8.4 documentation.

Best regards,
Sunny

2

Hi @Sunny, Pyro depends on PyTorch so we need to use PyTorch optimizers to optimize parameters. Could you elaborate on your alternative approach?