AbstractGPs.jl
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RFC: Sketch of vector-valued GP functionality
Summary
What: Proposal for a vector-valued GP.
Why: It might be a convenient thing to have around for some use-cases in which people really do think about their multi-output GPs as being vector-valued.
Why: it's easy to provide, because we already have the functionality, we just need to package it nicely.
Proposed changes
Add a vector-valued GP. Not proposing to export at this point in time, because I don't know what I even think about it.
Contains a sketch of the implementation in which the intent is hopefully clear. Does not contain proper testing, and I don't believe that the API is complete.
What alternatives have you considered?
I considered not bothering with this, and I still think that's a good option -- I really don't know whether or not I like this, but I can imagine that it would ease cognitive burden in some common workflows.
Breaking changes
No breaking changes.
Added posterior implementation.
Codecov Report
Merging #218 (fa1ceaa) into master (df23fdf) will decrease coverage by
1.59%. The diff coverage is81.08%.
@@ Coverage Diff @@
## master #218 +/- ##
==========================================
- Coverage 98.02% 96.43% -1.60%
==========================================
Files 10 11 +1
Lines 355 393 +38
==========================================
+ Hits 348 379 +31
- Misses 7 14 +7
| Impacted Files | Coverage Δ | |
|---|---|---|
| src/vector_valued_gp.jl | 81.08% <81.08%> (ø) |
|
| src/finite_gp_projection.jl | 100.00% <0.00%> (ø) |
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