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gaussian-processes
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There are a variety of interesting optimisations that can be performed on kernels of the form
k(x, z) = w_1 * k_1(x, z) + w_2 * k_2(x, z) + ... + w_L k_L(x, z)A naive recursive implementation in terms of the current Sum and Scaled kernels hides opportunities for parallelism in the computation of each term, and the summation over terms.
Notable examples of kernels with th
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Howdy folks,
GPyTorch provides Gaussian likelihood objects for fixed noise (
FixedNoiseGaussianLikelihood) and for multi-task models (MultitaskGaussianLikelihood). I was wondering if someone could provide me some guidance on how to get a fixed noise multi-task Gaussian likelihood?Thanks in advance
Galto