Advanced Usage

Here are some examples highlighting GPyTorch’s more advanced features.

Batch GPs

GPyTorch makes it possible to train/perform inference with a batch of Gaussian processes in parallel. This can be useful for a number of applications:

  • Modeling a function with multiple (independent) outputs

  • Performing efficient cross-validation

  • Parallel acquisition function sampling for Bayesian optimization

  • And more!

Here we highlight a number of common batch GP scenarios and how to construct them in GPyTorch.

  • Multi-output functions (with independent outputs). Batch GPs are extremely efficient at modelling multi-output functions, when each of the output functions are independent. See the Batch Independent Multioutput GP example for more details.

  • For cross validation, or for some BayesOpt applications, it may make sense to evaluate the GP on different batches of test data. This can be accomplished by using a standard (non-batch) GP model. At test time, feeding a b x n x d tensor into the model will then return b batches of n test points. See the Batch Mode Regression example for more details.

GPs with Derivatives

Derivative information can be used by GPs to accelerate Bayesian optimization. See the 1D derivatives GP example or the 2D derivatives GP example for examples on using GPs with derivative information.

Variational Fantasization

We also include an example of how to perform fantasy modelling (e.g. efficient, closed form updates) for variational Gaussian process models, enabling their usage for lookahead optimization. See the Variational fantasization example.

Converting Models to TorchScript

In order to deploy GPs in production code, it can be desirable to avoid using PyTorch directly for performance reasons. Fortunarely, PyTorch offers a mechanism called TorchScript to aid in this. In these example notebooks, we’ll demonstrate how to convert both an exact GP and a variational GP to a ScriptModule that can then be used for example in LibTorch.