Add Multi-output GPs support in PyMC [WIP] #79
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bwengals
reviewed
Oct 1, 2022
| X = np.vstack(input_list) | ||
| X = np.hstack([X, I[:, None]]) | ||
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| return X, Y, I[:, None] # slicesdef build_XY(input_list,output_list=None,index=None): |
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This PR implements Multi-output GP classes with Hadamard product and Kronecker product. This is a work-in-progress (WIP) PR as I still need to try different APIs options for different kinds of input data.
TODOs:
MultiOutputMarginalclass for Kronecker productMultiOutputLatentclassI will ask for reviewers a bit later when it is ready.
CC @bwengals @fonnesbeck
Thank you.