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Upgrade Airline experiment to GPflow 2 #5

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@vdutor vdutor commented Jun 3, 2020

** DO NOT MERGE **

Hi all,
I spent a little bit of time updating the GPR_additive VFF model to GPflow 2 (2.0.4) and Tensorflow 2 (2.2.0) for the Airline experiment. IMPORTANT: I only updated the bits I needed for the Airline experiment, so this PR is very dirty and incomplete, but I still thought it could be useful for others. I would, however, not recommend merging this PR as it will leave the repo in a bad state.

I was able to exactly reproduce the MSE and NLPD given in the paper. The run times became significantly shorter. Experiment ran on a single 8GB GeForce GTX 1070 GPU and Intel i7-7700 CPU @ 3.60GHz CPU with 24 GB of RAM.

N 10,000 100,000 1,000,000 5,929,413
MSE
mean 0.89337489 0.81916289 0.83120151 0.82781694
std 0.15461227 0.05040159 0.01323845 0.00437594
NLPD
mean 1.36232179 1.31913063 1.32644348 1.3244345
std 0.0906293 0.03023875 0.00791944 0.00265458
Timing (clock)
mean 18.3634206 23.1457316 58.2810024 277.9453202
std 2.79274855 2.39547268 2.23852881 2.93161274
Timing (time)
mean 6.78150756 7.92476165 17.44419279 75.61273456
std 0.85582754 0.4776275 0.4343648 0.75147633]

@vdutor vdutor changed the title Updated Airline experiment to GPflow 2 Upgrade Airline experiment to GPflow 2 Jun 3, 2020
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