Skip to content

Rescale TGLFNN predictive variances correctly - #54

Open
sylvesterkaczmarek wants to merge 1 commit into
google-deepmind:mainfrom
sylvesterkaczmarek:fix/tglfnn-variance-rescaling
Open

sylvesterkaczmarek wants to merge 1 commit into
google-deepmind:mainfrom
sylvesterkaczmarek:fix/tglfnn-variance-rescaling

Conversation

@sylvesterkaczmarek

Copy link
Copy Markdown

The TGLFNN output's mean and variance currently share the same affine unnormalization. Adding the output mean to the variance can produce negative uncertainties; scaling by the standard deviation also gives the wrong units.

Keep mean unnormalization unchanged, but give the variance a zero offset and squared standard-deviation scale. Preserve the existing zero-standard-deviation fallback and the output dtype.

Validation

Full CPU suite: 107 tests passed. All 12 new regression cases fail on unpatched main. The tests use a small real GaussianMLP ensemble with known mean and variance, covering scalar/batched inputs, float32/float64 outputs, JIT, and zero-standard-deviation handling. Pyink, isort, and git diff --check pass. No GPU/TPU execution was performed.

@sylvesterkaczmarek

Copy link
Copy Markdown
Author

Could a maintainer approve the workflow and review the TGLFNN predictive-variance rescaling fix? The change corrects the variance transformation when converting predictions back to the output scale.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant