Max Balandat

Why do you need to set the model type manually? As mentioned on the previous issue, Ax will choose the `FixedNoiseGP` (which as of the latest BoTorch release was actually...

You're right, I may have missed some context above. On the botorch side, the model takes the variance of the observation, but the interface on the Ax side does indeed...

> Hi, I am newcomer, can I take this? Most certainly, thanks! Let us know if you need any help, but most of what you need should be here: https://github.com/pytorch/botorch/blob/main/CONTRIBUTING.md

> I want to collect some suggestions on what is the best way to fix this issue from people with more experience on this package. One straight-forward way is to...

> We have wanted to replace the sampling code with something akin to pathwise sampling FWIW, we have implemented support for pathwise sampling in BoTorch, but it doesn't support generic...

I'm curious about the reason why you only have the covariances. Is this a really complex kernel that you can't easily implement in gpytorch? Or do you have unlabeled data...

Cool stuff. It should be possible to do this by using the components of the prediction strategies - take a look here: https://github.com/cornellius-gp/gpytorch/blob/master/gpytorch/models/exact_prediction_strategies.py#L249-L264

This should be pretty straightforward to do. You wouldn't necessarily define this as a new compound kernel but define the single-dimensional `G^|t - t'|` kernel, and then in the model's...

Sounds great - I don't think there is any reason for them not being available other than nobody getting to this yet. More than happy to accept a PR

Let's hold off. I have been running into some issues with this approach (caused by the fact that in botorch the batch shape is not necessarily the same as the...