JuliaGaussianProcesses / JuliaGaussianProcesses/AbstractGPs.jl

FiniteGP constructor to convert Diagonal(Fill(...)) to ScalMat.

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Julia
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Description

Well, the suggestion was not to drop support for Diagonal(Fill(...)) but simply to convert them to ScalMat when a FiniteGP is constructed. The main advantage is that Diagonal(Fill(...)) would hit the same internal optimizations as ScalMat but we only have to implement them for ScalMat. Similar to eg observations as Matrix but internally we only have to deal with vectors.

Originally posted by @devmotion in https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/issues/236#issuecomment-1083037947

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Research direction

Start at the FiniteGP constructor and inspect how Diagonal(Fill(...)) and ScalMat values are currently represented. The work is done when construction converts the former to ScalMat while preserving support and enabling the same internal optimizations; the issue names no specific tests or files to run.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Refactor
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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