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ENH: Extend `gp.Latent` to allow for multiple outputs

Open bwengals opened this issue 1 year ago • 0 comments

Context for the issue:

Currently gp.Latent can only handle a single GP observation, so f ~ GP(0, k(x, x')). It should be generalized to allow f_i ~ GP(0, k(x, x')), which is multiple observations of the same GP.

It "should" be pretty straightforward to extend all the GP implementations to handle this case, but it's probably most important for gp.Latent.

bwengals avatar Feb 13 '24 00:02 bwengals