JuliaGaussianProcesses / JuliaGaussianProcesses/AbstractGPs.jl

Hilbert space GPs?

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

Description

Hi,

I have recently had to work with data too large for standard GPs and therefore pointed Claude at the PyMC implementation of Hilbert space GPs.

The HSGP worked very well for my use case and I think it might be useful for others as well. I wonder if adding HSGPs is of interest to AbstractGPs. If so, I'm happy to open a PR with my code as a starting point.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reviewing the linked PyMC Hilbert space GP example and the proposed implementation mentioned in the issue. Compare its scope with AbstractGPs.jl's existing Gaussian-process abstractions, then clarify the desired API and implementation boundaries with maintainers. Done means the feature scope is agreed and a PR can demonstrate working HSGPs for the intended large-data use case.

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
Active
Clarity
Needs clarification
Newbie friendliness
25/100

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