def test_sgpr_mean_abs_error(self):
        # Suppress numerical warnings
        warnings.simplefilter("ignore", NumericalWarning)

        train_x, train_y, test_x, test_y = make_data()
        likelihood = GaussianLikelihood()
        gp_model = GPRegressionModel(train_x, train_y, likelihood)
        mll = gpytorch.mlls.ExactMarginalLogLikelihood(likelihood, gp_model)

        # Optimize the model
        gp_model.train()
        likelihood.train()

        optimizer = optim.Adam(gp_model.parameters(), lr=0.1)
        for _ in range(30):
            optimizer.zero_grad()
            output = gp_model(train_x)
            loss = -mll(output, train_y)
            loss.backward()
            optimizer.step()

        for param in gp_model.parameters():
            self.assertTrue(param.grad is not None)
            self.assertGreater(param.grad.norm().item(), 0)

        # Test the model
        gp_model.eval()
        likelihood.eval()

        test_preds = likelihood(gp_model(test_x)).mean
        mean_abs_error = torch.mean(torch.abs(test_y - test_preds))

        self.assertLess(mean_abs_error.squeeze().item(), 0.05)