Implement construct_inputs class method for Ax integration #3037
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…rch#3037) Summary: LatentKroneckerGP requires `train_X`, `train_T`, and `train_Y` as input data, where `train_X` and `train_T` define the Cartesian product space and `train_Y` are the corresponding observations (with potentially missing values). Ax provides the data as samples from the product space and we need to separate it into the individual factors. For example, let X = [a, b, c] and T = [0, 1], then the full product space is {(a, 0), (a, 1), (b, 0), (b, 1), (c, 0), (c, 1)}. Ax would provide us with observations like x1 = (a, 0), y1 = 1 x2 = (a, 1), y2 = 2 x3 = (b, 0), y3 = 3 x4 = (c, 1), y4 = 4 and we need to transform them into X = [a, b, c], T = [0, 1], and Y = [[1, 2], [3, nan], [nan, 4]] (note that y values for (b, 1) and (c, 0) are missing). Differential Revision: D83781022
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…rch#3037) Summary: LatentKroneckerGP requires `train_X`, `train_T`, and `train_Y` as input data, where `train_X` and `train_T` define the Cartesian product space and `train_Y` are the corresponding observations (with potentially missing values). Ax provides the data as samples from the product space and we need to separate it into the individual factors. For example, let X = [a, b, c] and T = [0, 1], then the full product space is {(a, 0), (a, 1), (b, 0), (b, 1), (c, 0), (c, 1)}. Ax would provide us with observations like x1 = (a, 0), y1 = 1 x2 = (a, 1), y2 = 2 x3 = (b, 0), y3 = 3 x4 = (c, 1), y4 = 4 and we need to transform them into X = [a, b, c], T = [0, 1], and Y = [[1, 2], [3, nan], [nan, 4]] (note that y values for (b, 1) and (c, 0) are missing). Reviewed By: saitcakmak Differential Revision: D83781022
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Summary:
LatentKroneckerGP requires
train_X,train_T, andtrain_Yas input data, wheretrain_Xandtrain_Tdefine the Cartesian product space andtrain_Yare the corresponding observations (with potentially missing values).Ax provides the data as samples from the product space and we need to separate it into the individual factors.
For example, let X = [a, b, c] and T = [0, 1], then the full product space is {(a, 0), (a, 1), (b, 0), (b, 1), (c, 0), (c, 1)}. Ax would provide us with observations like
x1 = (a, 0), y1 = 1
x2 = (a, 1), y2 = 2
x3 = (b, 0), y3 = 3
x4 = (c, 1), y4 = 4
and we need to transform them into X = [a, b, c], T = [0, 1], and Y = [[1, 2], [3, nan], [nan, 4]] (note that y values for (b, 1) and (c, 0) are missing).
Differential Revision: D83781022