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new predict method API, and reduced sampling in input space#404

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odunbar wants to merge 21 commits intomainfrom
orad/new-predict-method
Open

new predict method API, and reduced sampling in input space#404
odunbar wants to merge 21 commits intomainfrom
orad/new-predict-method

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@odunbar odunbar commented Mar 6, 2026

Purpose

-Closes #400

To-do

  • unit testing, [NB Reverse diff becomes very slow with encoding]
  • example testing (Works on Sinusoid example)
  • Docstrings on new get functions

Content

  • For the predict() for both Emulator and ForwardMapWrapper
    • Added deprecation notice to transform_to_real=false kwarg
    • Added add_obs_noise_cov=false kwarg to predict. when set true, this adds the regularization to the machine learning tool
    • Added encode=nothing to the predict method, when set to "in", "out", "in_and_out" it will take in / push out encoded/decoded outputs.
    • When encoding inputs, with ForwardMapWrapper, samples are decoded into the output space before application

I add samples from the orthogonal complement of the LIS where necessary by drawing x ~ prior and then performing x_perp = x-D(E(x)) using the encoder-decoder pair

  • this is used to go from reduced->full posterior samples
  • this is also used used to evaluate the forward map wrapper on the reduced samples

Current settings: full (F) vs reduced (R) space

  • Emulator space (R)
  • MCMC: initial conditions (R)
  • MCMC: computing likelihood (R)
  • MCMC: stored prior distribution (F)
  • MCMC: computing logpdf(prior,x) (F) (decoding current sample of subspace)
  • MCMC: output posterior samples (F) (decoding each posterior sample + add orth complement)

Misc

  • Bugfix for arguments of _predict , , -> ;

  • I have read and checked the items on the review checklist.

@odunbar odunbar force-pushed the orad/new-predict-method branch from 42f37c7 to 105d172 Compare March 6, 2026 20:11
odunbar and others added 4 commits March 6, 2026 12:16
Co-authored-by: ArneBouillon <45404227+ArneBouillon@users.noreply.github.com>
deprecate transform_to_real

replace transform_to_real kwarg, and add add_obs_noise_cov
@odunbar odunbar force-pushed the orad/new-predict-method branch from 105d172 to b02758f Compare March 6, 2026 20:18
@odunbar odunbar changed the title new predict method new predict method API, and reduced sampling in input space Mar 6, 2026
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"Predicted covariance" is not always what the user thinks it is. Perhaps a better API?

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