JuliaGaussianProcesses / JuliaGaussianProcesses/ParameterHandling.jl
let `positive_definite` return a PDMat
Open
Nobody has claimed this yet.
- Dominant language
- Julia
- Stars
- 74
- Forks
- 10
- PR merge metrics
- No merged PRs in 30d
Description
This would allow for avoiding a Cholesky each time e.g. when parametrising the covariance of an MvNormal. Would you be willing to accept the PDMats.jl dependency?
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the positive_definite implementation and reviewing the issue's discussion about accepting the PDMats.jl dependency. Determine the expected PDMat return behavior and verify that covariance parameterization can avoid repeating a Cholesky decomposition; the issue thread should clarify the remaining design decision.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- tooling
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100