AbstractGPs.jl icon indicating copy to clipboard operation
AbstractGPs.jl copied to clipboard

`update_posterior` for `FiniteGP` itself

Open st-- opened this issue 4 years ago • 3 comments
trafficstars

The low-rank update is implemented for the VFE sparse approximation, but this should of course be just as easy for an exact FiniteGP.:)

st-- avatar Sep 28 '21 11:09 st--

I forgot, we essentially have this: https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/blob/09fa526bd25492fdd0e9b41b2c294f0afe8cab13/src/exact_gpr_posterior.jl#L38

If you call posterior on a FiniteGP{<:PosteriorGP}, the appropriate thing will happen :)

willtebbutt avatar Sep 28 '21 11:09 willtebbutt

It's quite confusing that in the exact case, you call posterior, in the approximate case you call update_posterior....

st-- avatar Oct 28 '21 14:10 st--

Agreed. I would be in favour of deprecating update_posterior in favour of simply posterior.

willtebbutt avatar Oct 29 '21 01:10 willtebbutt