pymc-experimental
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Pure pytensor GP
Very early draft, do not look
TODOs (subject to evolution):
- [ ] Marginalization of GP random variables using the MarginalModel API
- [ ] New model transformation for creating new random variables by conditioning on data
- [ ] More covariance functions
- [ ] Covariance function specific rewrites (optimizations when adding/multiplying?)
- [ ] Rewrite of covariance to spectral density when using HSGP random variable
- [ ] Rewrite to approximations via
pm.fit