Reshape of Inducing Variables - GPflow - gpflow

Question

I have an SGPR model:
import numpy as np
import gpflow
X, Y = np.random.randn(50, 2), np.random.randn(50, 1)
Z1 = np.random.randn(13, 2)
k = gpflow.kernels.SquaredExponential()
m = gpflow.models.SGPR(data=(X, Y), kernel=k, inducing_variable=Z1)
And I would like to assign inducing variable but with different shape, like:
Z2 = np.random.randn(29, 2)
m.inducing_variable.Z.assign(Z2)
But if I do it, I got:
ValueError: Shapes (13, 2) and (29, 2) are incompatible
is there a way to reassign the inducing variables without redefining the model?
Context: Instead of optimizing the model with the inducing variables, I would like to optimize the model without optimizing the inducing variables, manually reassigning the inducing variables at each step of the optimization.

Answer 1

UPDATE: This issue is resolved by https://github.com/GPflow/GPflow/pull/1594, which will become part of the next GPflow patch release (2.1.4).
With that fix, you don't need a custom class. All you need to do is explicitly set the static shape with None along the first dimension:
inducing_variable = gpflow.inducing_variables.InducingPoints(
tf.Variable(
Z1, # initial value
trainable=False, # True does not work - see Note below
shape=(None, Z1.shape[1]), # or even tf.TensorShape(None)
dtype=gpflow.default_float(), # required due to tf's 32bit default
)
)
m = gpflow.models.SGPR(data=(X, Y), kernel=k, inducing_variable=inducing_variable)
Then m.inducing_variable.Z.assign(Z2) should work just fine.
Note that in this case Z cannot be trainable, as the TensorFlow optimizers need to know the shape at construction time and don't support dynamic shapes.
Right now (as of GPflow 2.1.2) there is no built-in way to change the shape of inducing variables for SGPR, though it is in principle possible. You can get what you want with your own inducing variable class though:
class VariableInducingPoints(gpflow.inducing_variables.InducingPoints):
def __init__(self, Z, name=None):
super().__init__(Z, name=name)
# overwrite with Variable with None as first element in shape so
# we can assign arrays with arbitrary length along this dimension:
self.Z = tf.Variable(Z, dtype=gpflow.default_float(),
shape=(None, Z.shape[1])
)
def __len__(self):
return tf.shape(self.Z)[0] # dynamic shape
# instead of the static shape returned by the InducingPoints parent class
and then do
m = gpflow.models.SGPR(
data=(X, Y), kernel=k, inducing_variable=VariableInducingPoints(Z1)
)
instead. Then your m.inducing_variable.Z.assign() should work as you like it.
(For SVGP, the size of the inducing variable and the distribution defined by q_mu and q_sqrt has to match, as well as be known at construction time, so in this case changing the number of inducing variables is less trivial.)