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Pure pytensor GP #395

Draft

jessegrabowski wants to merge 2 commits into pymc-devs:main from jessegrabowski:gp-reborn

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jessegrabowski commented Dec 4, 2024 •

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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

jessegrabowski added 2 commits

December 4, 2024 19:59


          initial commit

1389a8b


          Rough implementation of new API

3feaf2e

ricardoV94 added the enhancements label

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