Tim Thatcher

[ForwardDiff.jl](https://github.com/JuliaDiff/ForwardDiff.jl) has the following constraints: - [ ] The target function can only be composed of generic Julia functions. ForwardDiff cannot propagate derivative information through non-Julia code. Thus, your function...

Implement Automatic Relevance Determination

1

Implement Automatic Relevance Determination as described in Rasmussen (page 2 of pdf, 106 of text): > http://www.gaussianprocess.org/gpml/chapters/RW5.pdf

Kernel Derivatives

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There's two components to this enhancement. ### Optimization Define a `theta` and `eta` (inverse `theta`) function to transform parameters between an open bounded interval to a closed bounded interval (or...