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Currently predictive_probability is computed by invoking the chain rule on the legacy simple_predictive_probability. @axch suggests an alternative implementation
On second thought, crosscat should have a better algorithm for doing this:
Group the query columns by view
For each view that appears
Compute the cluster logps the way simple_predictive_probability does
For each cluster
Compute the sum of the component_model.calc_element_predictive_logp_constrained across relevant component models and add it to the cluster logp
Return the logsumexp of all the above.
In other words, retain the structure of simple_predictive_probability_unobserved (mutatis mutandis for observed) but expand it to handle multiple columns.
The reason this should be OK is independence of columns given cluster assignments.
The present implementation can be retained as a test, possibly at the Bayeslite level: the logpdf_joint of any metamodel should respect the chain rule exactly as computed here.
The text was updated successfully, but these errors were encountered:
Currently
predictive_probability
is computed by invoking the chain rule on the legacysimple_predictive_probability
. @axch suggests an alternative implementationThe text was updated successfully, but these errors were encountered: