JuliaGaussianProcesses / JuliaGaussianProcesses/AbstractGPs.jl

`update_posterior` for `FiniteGP` itself

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Dominant language
Julia
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287
Forks
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Description

The low-rank update is implemented for the VFE sparse approximation, but this should of course be just as easy for an exact FiniteGP.:)

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Research direction

Start by locating the existing low-rank update for the VFE sparse approximation and compare its behavior with the FiniteGP API. Determine the expected update_posterior behavior for an exact FiniteGP, then add equivalent support and tests showing that the update works correctly for FiniteGP.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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