GPy/backlog/infrastructure/2025-08-15_parameter-tying-framework.md

id	title	status	priority	created	last_updated	owner	github_issue	dependencies	tags
parameter-tying-framework	Design parameter tying framework for GPy multioutput kernels	Ready	High	2025-08-15	2025-08-15	Neil Lawrence			parameter-tying multioutput kernel-framework architecture

Investigate parameter tying limitations and create CIP for discussion

Description

During LFM kernel code review, we identified that GPy lacks systematic parameter tying capabilities compared to GPmat's modelTieParam() functionality. This limitation affects combination kernels such as multiouptut or additive kernels. We need to investigate the scope of this problem and create a CIP to discuss potential solutions with the community.

Problem Statement

• Current Limitation: GPy's parameter system doesn't support tying parameters across different kernel components
• Impact on LFM: Forces complex parameter handling in EQ_ODE1 and EQ_ODE2 kernels
• Broader Impact: May affect other multiple kernel scenarios where parameters should be shared
• Comparison: GPmat has modelTieParam() functionality that GPy lacks

Investigation Needed

1. Scope Assessment

• Search existing GitHub issues for parameter tying discussions
• Identify other kernels/models that could benefit from parameter tying
• Assess impact on current GPy codebase

2. Community Input

• Create GitHub issue and associated CIP to discuss parameter tying needs
• Gather feedback from GPy maintainers and users
• Identify use cases beyond LFM kernels
• Assess priority relative to other GPy improvements

3. Technical Analysis

• Analyze GPmat's parameter tying implementation
• Review GPy's current parameter system architecture
• Identify potential integration points
• Assess complexity and maintenance burden

Acceptance Criteria

• Complete investigation of existing GitHub issues and discussions
• Document scope of parameter tying needs across GPy
• Create CIP for parameter tying framework discussion
• Gather community feedback on approach and priority
• Provide recommendations for next steps

Implementation Notes

• Focus on problem identification and community discussion
• Avoid prescribing specific solutions until community input is gathered
• Consider whether this should be a separate CIP or part of broader multioutput improvements
• Document trade-offs between different approaches

Related

• CIP: 0001 (LFM kernel implementation) - may depend on parameter tying
• GPy parameter system design
• GPmat parameter tying implementation
• Multioutput kernel architecture discussions

Progress Updates

2025-08-15

Task created after identifying parameter tying as a potential limitation during LFM kernel code review. Need to investigate scope and create CIP for community discussion.

2025-08-15 (GitHub Investigation)

Found existing GitHub issues confirming parameter tying limitations:

GPy Issues:

• Issue #462 (2016): "tie_params doesnt work ?" - AttributeError: 'Add' object has no attribute 'tie_params'
• Issue #789 (2019): "Non-implemented Param tying work-around options" - Confirms tie_to from Parametrized is not implemented
• Issue #878 (2020): "Constraining hyperparameters" - Open issue requesting parameter equality constraints in MultioutputGP

Paramz Issues:

• Issue #34 (2019): "What does m.name[0].tie_to(other) do?" - tie_to is documented but not implemented
• Issue #35 (2020): "Constraint that makes parameters sum to one?" - Also references missing tie_to functionality

Key Findings:

• Parameter tying functionality has been missing/broken in both GPy and paramz for at least 5 years
• tie_to method is documented in paramz but not implemented
• Multiple users have requested this feature for different use cases
• Current workarounds involve manual parameter management
• No systematic solution exists in either codebase
• The problem is deeper than just GPy - it's a fundamental limitation in the paramz framework

2025-08-15 (Paramz Dependency Analysis)

Current State:

• GPy still actively depends on paramz: "paramz>=0.9.6" in setup.py
• No evidence of plans to remove paramz dependency
• Recent paramz-related work: Issue #978 (2022) fixing broken kernels due to add_parameter → link_parameter rename

Implications for Parameter Tying:

• Option 1: Fix paramz first - implement tie_to in paramz framework
• Option 2: Work around paramz - create parameter tying within GPy without relying on paramz's missing features
• Option 3: Replace paramz - major migration away from paramz (unlikely given current dependency)

Recommendation: Focus on Option 1 or 2, as paramz remains actively maintained and GPy continues to depend on it.