{"action":"created","issue":{"url":"https://api.github.com/repos/pymc-devs/pymc3/issues/3217","repository_url":"https://api.github.com/repos/pymc-devs/pymc3","labels_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/3217/labels{/name}","comments_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/3217/comments","events_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/3217/events","html_url":"https://github.com/pymc-devs/pymc3/issues/3217","id":364427371,"node_id":"MDU6SXNzdWUzNjQ0MjczNzE=","number":3217,"title":"User-defined diagonal noise for stabilized covariance to avoid non-PSD in GP","user":{"login":"JanFan","id":5117352,"node_id":"MDQ6VXNlcjUxMTczNTI=","avatar_url":"https://avatars3.githubusercontent.com/u/5117352?v=4","gravatar_id":"","url":"https://api.github.com/users/JanFan","html_url":"https://github.com/JanFan","followers_url":"https://api.github.com/users/JanFan/followers","following_url":"https://api.github.com/users/JanFan/following{/other_user}","gists_url":"https://api.github.com/users/JanFan/gists{/gist_id}","starred_url":"https://api.github.com/users/JanFan/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/JanFan/subscriptions","organizations_url":"https://api.github.com/users/JanFan/orgs","repos_url":"https://api.github.com/users/JanFan/repos","events_url":"https://api.github.com/users/JanFan/events{/privacy}","received_events_url":"https://api.github.com/users/JanFan/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":{"login":"bwengals","id":6325473,"node_id":"MDQ6VXNlcjYzMjU0NzM=","avatar_url":"https://avatars2.githubusercontent.com/u/6325473?v=4","gravatar_id":"","url":"https://api.github.com/users/bwengals","html_url":"https://github.com/bwengals","followers_url":"https://api.github.com/users/bwengals/followers","following_url":"https://api.github.com/users/bwengals/following{/other_user}","gists_url":"https://api.github.com/users/bwengals/gists{/gist_id}","starred_url":"https://api.github.com/users/bwengals/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/bwengals/subscriptions","organizations_url":"https://api.github.com/users/bwengals/orgs","repos_url":"https://api.github.com/users/bwengals/repos","events_url":"https://api.github.com/users/bwengals/events{/privacy}","received_events_url":"https://api.github.com/users/bwengals/received_events","type":"User","site_admin":false},"assignees":[{"login":"bwengals","id":6325473,"node_id":"MDQ6VXNlcjYzMjU0NzM=","avatar_url":"https://avatars2.githubusercontent.com/u/6325473?v=4","gravatar_id":"","url":"https://api.github.com/users/bwengals","html_url":"https://github.com/bwengals","followers_url":"https://api.github.com/users/bwengals/followers","following_url":"https://api.github.com/users/bwengals/following{/other_user}","gists_url":"https://api.github.com/users/bwengals/gists{/gist_id}","starred_url":"https://api.github.com/users/bwengals/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/bwengals/subscriptions","organizations_url":"https://api.github.com/users/bwengals/orgs","repos_url":"https://api.github.com/users/bwengals/repos","events_url":"https://api.github.com/users/bwengals/events{/privacy}","received_events_url":"https://api.github.com/users/bwengals/received_events","type":"User","site_admin":false}],"milestone":null,"comments":2,"created_at":"2018-09-27T11:23:35Z","updated_at":"2018-09-28T18:03:38Z","closed_at":null,"author_association":"NONE","body":"I have posted all the details in the forum.\r\nhttps://discourse.pymc.io/t/a-very-simple-gp-fails-giving-not-positive-semidefinite-covariance-and-nan-prediction/1976/10\r\n\r\nI think it makes sense to provide an extra parameter to let the user define a larger diagonal noise to stabilize the covariance, in extreme cases like mine.\r\nIf you guys agree, I am glad to make a pull request.\r\n\r\n## Versions and main components\r\n\r\n* PyMC3 Version: 3.5\r\n* Theano Version: 1.0.2\r\n* Python Version: 3.6.5\r\n* Operating system: OSX 10.13.6\r\n* How did you install PyMC3: pip\r\n"},"comment":{"url":"https://api.github.com/repos/pymc-devs/pymc3/issues/comments/425519136","html_url":"https://github.com/pymc-devs/pymc3/issues/3217#issuecomment-425519136","issue_url":"https://api.github.com/repos/pymc-devs/pymc3/issues/3217","id":425519136,"node_id":"MDEyOklzc3VlQ29tbWVudDQyNTUxOTEzNg==","user":{"login":"bwengals","id":6325473,"node_id":"MDQ6VXNlcjYzMjU0NzM=","avatar_url":"https://avatars2.githubusercontent.com/u/6325473?v=4","gravatar_id":"","url":"https://api.github.com/users/bwengals","html_url":"https://github.com/bwengals","followers_url":"https://api.github.com/users/bwengals/followers","following_url":"https://api.github.com/users/bwengals/following{/other_user}","gists_url":"https://api.github.com/users/bwengals/gists{/gist_id}","starred_url":"https://api.github.com/users/bwengals/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/bwengals/subscriptions","organizations_url":"https://api.github.com/users/bwengals/orgs","repos_url":"https://api.github.com/users/bwengals/repos","events_url":"https://api.github.com/users/bwengals/events{/privacy}","received_events_url":"https://api.github.com/users/bwengals/received_events","type":"User","site_admin":false},"created_at":"2018-09-28T18:03:38Z","updated_at":"2018-09-28T18:03:38Z","author_association":"MEMBER","body":"no its not currently option.  In the `stabilize` function in the gp/utils.py file its fixed at 1e-6 I believe.   We could make it an additional kwarg for each of the GP implementations.  As a user you could get around it quickly by adding a `cov.WhiteNoise(1e-4)` or something to the covariance matrix.  \r\n\r\nWhat do people think about adding this as a kwarg?"}}
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