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Pure pytensor GP #395

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Pure pytensor GP #395

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@jessegrabowski jessegrabowski commented Dec 4, 2024 •
edited by ricardoV94
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Very early draft, do not look

TODOs (subject to evolution):

  • Marginalization of GP random variables using the MarginalModel API
  • New model transformation for creating new random variables by conditioning on data
  • More covariance functions
  • Covariance function specific rewrites (optimizations when adding/multiplying?)
  • Rewrite of covariance to spectral density when using HSGP random variable
  • Rewrite to approximations via pm.fit

@ricardoV94 ricardoV94 added the enhancements New feature or request label Dec 5, 2024
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@jessegrabowski @ricardoV94