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Issue with large dataset #119
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I want to run BO on a large dataset. For this reason I am using SVGP and minibatching, however it still fails with EI acquisition. A minimal example:
This gives error on the last line:
basically an integer overflow.
The error points to line 138 in
transforms.py
, where there isYvar = tf.reshape(Yvar, [N * N, D])
.I figured this is unnecesary and by passing
full_cov=False
frombuild_predict(...)
inscaling.py
we can simplify the variance linear transformation for diagonal matrices without constructing the full matrix.After doing this, the code above works and I am subsequently able to run optimization without any errors.
If you like I can make a PR fixing it, because more people could run into this.
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