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

Implement the AbstractGPs internal API

Open rossviljoen opened this issue 3 years ago • 3 comments

Would it make sense to implement the internal API for cov & var and remove the definitions for FiniteBLR?

It would add some currently missing methods like cov(f, x, y)

rossviljoen avatar Feb 26 '22 22:02 rossviljoen

Hmmmm. Do you have a particular use case for cov(f, x, y) with a BLR? I don't have any super strong objections, I'm more just intriuged as to where it's useful.

willtebbutt avatar Feb 27 '22 22:02 willtebbutt

I think I came across it when writing tests, so I don't have a practical use case in mind.

The major benefit would be that BLRs could be more easily substituted in downstream things that require a GP and might want cov(f, x, y) for some reason.

rossviljoen avatar Feb 28 '22 19:02 rossviljoen

Hmm yeah, why no. I can't see what the harm would be -- lets do it.

willtebbutt avatar Mar 01 '22 07:03 willtebbutt