JuliaGaussianProcesses / JuliaGaussianProcesses/AbstractGPs.jl

Reducing Allocations

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Dominant language
Julia
Stars
287
Forks
27
PR merge metrics
No merged PRs in 30d

Description

Unless I'm missing something in the documentation it seems that the default implementations (at least for PosteriorGP) are quite allocation heavy, e.g. when computing the mean/covariance of a GP at a single location as well as a vector of locations. It would be quite useful to have non-allocating equivalents, especially when querying the GP posterior at a single point where on the surface no vectors are involved.

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Research direction

The issue mentions PosteriorGP and mean/covariance queries at single and vector locations, but no files or tests. Start by locating the default implementations for those operations and determine where allocations occur. Done means providing non-allocating equivalents, especially for single-point posterior queries, with behavior matching the existing implementations.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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