From 50721bcfdc47ab261d486506aa6f92ac2c6dc84b Mon Sep 17 00:00:00 2001
From: Ross Viljoen <ross@viljoen.co.uk>
Date: Sat, 30 Apr 2022 13:56:30 +0100
Subject: [PATCH 1/3] Relax elbo type signature and factor homoscadasticity
 check

---
 src/SparseVariationalApproximationModule.jl | 22 ++++++++++-----------
 1 file changed, 11 insertions(+), 11 deletions(-)

diff --git a/src/SparseVariationalApproximationModule.jl b/src/SparseVariationalApproximationModule.jl
index 2a134b4b..914cfbc6 100644
--- a/src/SparseVariationalApproximationModule.jl
+++ b/src/SparseVariationalApproximationModule.jl
@@ -306,26 +306,17 @@ Statistics. PMLR, 2015.
 """
 function AbstractGPs.elbo(
     sva::SparseVariationalApproximation,
-    fx::FiniteGP{<:AbstractGP,<:AbstractVector,<:Union{Diagonal{<:Real,<:Fill},ScalMat}},
+    fx::FiniteGP,
     y::AbstractVector{<:Real};
     num_data=length(y),
     quadrature=DefaultExpectationMethod(),
 )
+    σ² = _get_homoscedastic_noise(fx.Σy)
     σ² = fx.Σy[1]
     lik = GaussianLikelihood(σ²)
     return elbo(sva, LatentFiniteGP(fx, lik), y; num_data, quadrature)
 end
 
-function AbstractGPs.elbo(
-    ::SparseVariationalApproximation, ::FiniteGP, ::AbstractVector; kwargs...
-)
-    return error(
-        "The observation noise fx.Σy must be homoscedastic.\n",
-        "To avoid this error, construct fx using: f = GP(kernel); fx = f(x, σ²)",
-        ", where σ² is a positive Real.",
-    )
-end
-
 """
     elbo(
         sva::SparseVariationalApproximation,
@@ -372,4 +363,13 @@ function _prior_kl(sva::SparseVariationalApproximation{NonCentered})
     return (trace_term + m_ε'm_ε - length(m_ε) - logdet(C_ε)) / 2
 end
 
+_get_homoscedastic_noise(Σy::Union{Diagonal{<:Real,<:Fill},ScalMat}) = Σy[1]
+function _get_homoscedastic_noise(_)
+    return error(
+        "The observation noise fx.Σy must be homoscedastic.\n",
+        "To avoid this error, construct fx using: f = GP(kernel); fx = f(x, σ²)",
+        ", where σ² is a positive Real.\n"
+    )
+end
+
 end

From 40195b45c973d34ef0b2ce6a2e426d97bfe00a2d Mon Sep 17 00:00:00 2001
From: Ross Viljoen <ross@viljoen.co.uk>
Date: Sat, 30 Apr 2022 14:01:07 +0100
Subject: [PATCH 2/3] Remove old line

---
 src/SparseVariationalApproximationModule.jl | 1 -
 1 file changed, 1 deletion(-)

diff --git a/src/SparseVariationalApproximationModule.jl b/src/SparseVariationalApproximationModule.jl
index 914cfbc6..5494f969 100644
--- a/src/SparseVariationalApproximationModule.jl
+++ b/src/SparseVariationalApproximationModule.jl
@@ -312,7 +312,6 @@ function AbstractGPs.elbo(
     quadrature=DefaultExpectationMethod(),
 )
     σ² = _get_homoscedastic_noise(fx.Σy)
-    σ² = fx.Σy[1]
     lik = GaussianLikelihood(σ²)
     return elbo(sva, LatentFiniteGP(fx, lik), y; num_data, quadrature)
 end

From 894c51f5c8242bb572a9e2476dcc8ec239ecb0ab Mon Sep 17 00:00:00 2001
From: Ross Viljoen <ross@viljoen.co.uk>
Date: Sat, 30 Apr 2022 14:11:53 +0100
Subject: [PATCH 3/3] formatting

Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
---
 src/SparseVariationalApproximationModule.jl | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/src/SparseVariationalApproximationModule.jl b/src/SparseVariationalApproximationModule.jl
index 5494f969..bde2daf3 100644
--- a/src/SparseVariationalApproximationModule.jl
+++ b/src/SparseVariationalApproximationModule.jl
@@ -367,7 +367,7 @@ function _get_homoscedastic_noise(_)
     return error(
         "The observation noise fx.Σy must be homoscedastic.\n",
         "To avoid this error, construct fx using: f = GP(kernel); fx = f(x, σ²)",
-        ", where σ² is a positive Real.\n"
+        ", where σ² is a positive Real.\n",
     )
 end