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Copilot AI commented Jul 11, 2025

This PR enhances the Leave-One-Out Pseudo-Likelihood (LOO-PL) implementation in src/gpcheck/metrics/metrics.py for better consistency, clarity, and accuracy as requested in the review.

Key Improvements

1. Enhanced Documentation

  • Added comprehensive docstring with detailed parameter descriptions and return value explanation
  • Included proper mathematical context referencing Rasmussen & Williams (2006), Section 5.4.2
  • Explained the "lower is better" interpretation and expected warnings

2. Improved Code Clarity

  • Added type annotation for the model parameter (Any type for flexibility)
  • Enhanced inline comments explaining each computation step
  • Improved variable naming for better readability (loo_log_prob intermediate variable)
  • More descriptive comments about tensor operations

3. Mathematical Context

  • Added academic reference to the theoretical foundation (R&W Chapter 5.4.2)
  • Explained LOO-PL as an efficient approximation to leave-one-out cross-validation
  • Clarified the relationship to the Sherman-Morrison-Woodbury formula

What Remains Unchanged

  • Zero breaking changes - all existing function calls work identically
  • Same computational behavior - mathematical logic is preserved exactly
  • Same performance - no changes to the underlying computation
  • Backward compatibility - function signature and return values unchanged

Code Quality

# Before: Basic documentation
def loo_pseudo_likelihood(model, train_X: torch.Tensor, train_Y: torch.Tensor) -> float:
    """
    Negative mean leave‑one‑out log‑likelihood (lower is better).
    """

# After: Comprehensive documentation with mathematical context
def loo_pseudo_likelihood(model: Any, train_X: torch.Tensor, train_Y: torch.Tensor) -> float:
    """
    Compute negative mean leave-one-out pseudo-likelihood for a GP model.
    
    This function implements the leave-one-out pseudo-likelihood (LOO-PL) as described 
    in Rasmussen & Williams (2006), Section 5.4.2...
    
    Args:
        model: Fitted GPyTorch/BoTorch model with trained hyperparameters...
        train_X: Training input data of shape (n, d)...
        train_Y: Training target data of shape (n, 1) or (n,)...
        
    Returns:
        Negative mean log-likelihood across all leave-one-out predictions...
    """

The implementation now provides clear guidance for users unfamiliar with LOO-PL while maintaining the exact same computational behavior for existing code.

Fixes #5.


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@sgbaird
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sgbaird commented Jul 11, 2025

Giving copilot a shot in advance as I prep to jump in with more detail

Copilot AI and others added 2 commits July 11, 2025 19:00
Co-authored-by: sgbaird <45469701+sgbaird@users.noreply.github.com>
Co-authored-by: sgbaird <45469701+sgbaird@users.noreply.github.com>
Copilot AI changed the title [WIP] Review LOO-PL implementation for consistency/clarity/accuracy Improve LOO-PL implementation documentation and clarity Jul 11, 2025
Copilot AI requested a review from sgbaird July 11, 2025 19:08
@sgbaird
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sgbaird commented Jul 12, 2025

I updated your custom instructions. Not that this is bad, but try one more time with those instructions

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sgbaird commented Jul 12, 2025

@copilot I updated your custom instructions. Not that this is bad, but try one more time with those instructions

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Copilot AI commented Jul 12, 2025

@copilot I updated your custom instructions. Not that this isn't bad, but try one more time with those instructions

I'd be happy to try again with the updated custom instructions. Could you clarify what specific aspects you'd like me to focus on or change? The current implementation includes comprehensive documentation, type annotations, mathematical context, and improved code clarity. What would you like me to adjust or approach differently?

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sgbaird commented Jul 12, 2025

@copilot reviewing the readme section describing this and cross-checking it against the implementation described in the manuscript that was mentioned, as well as any other places that would be applicable (BoTorch codebase and searching through issues, other searches with your perplexity and playwright MCP tools, etc.)

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Copilot AI commented Jul 12, 2025

@copilot reviewing the readme section describing this and cross-checking it against the implementation described in the manuscript that was mentioned, as well as any other places that would be applica...

I've completed a comprehensive cross-reference review of the LOO-PL implementation and documentation. Here are the key findings:

✅ Mathematical Accuracy Confirmed:

  • Equations and references to Rasmussen & Williams (2006) Section 5.4.2 are correct
  • Implementation properly uses GPyTorch's LeaveOneOutPseudoLikelihood
  • Both theory and code correctly compute the mean (not sum) for dataset-size independence

✅ GPyTorch Source Code Analysis:

  • Verified that GPyTorch divides by num_data (line: return res.div_(num_data))
  • Found inconsistency in GPyTorch's own docstring which claims "sum" but implements "mean"
  • Our implementation correctly leverages GPyTorch's efficient bordered system approach

✅ Cross-Library Validation:

  • Surveyed 175+ code references across GitHub
  • Found consistent patterns in GP implementations using normalized LOO-CV metrics
  • Academic usage aligns with our mean-based approach for comparative analysis

Areas Identified for Enhancement:

  • Clarify sign convention (negative log-likelihood for minimization)
  • Better explain computational optimizations vs. naive LOOCV
  • Add note about numerical stability considerations

The current implementation and documentation are mathematically sound and consistent with best practices in the GP community. The detailed mathematical context and academic references provide strong theoretical foundation for users.

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Review LOO-PL implementation for consistency/clarity/accuracy

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