[Wave 4] Structured GP and Uncertainty-Aware NN Methods
- Dominant language
- Python
- Stars
- 1
- Forks
- 0
- Avg merge
- 19h 2m
- Merged PRs (30d)
- 16
Description
## Goal
Add the structured and scalable methods that make `pyrox` distinctive: temporal/state-space GPs, pathwise posterior sampling, multi-output GP structure, and uncertainty-aware NN composition patterns.
## Why This Wave Exists
By Wave 4, the package should move beyond dense/sparse basics into the structured algorithms that motivate the combined `gp` and `nn` design.
## Wave / Milestone
- Wave: `wave:4`
- Milestone: `v0.4-structured-gp-and-uncertainty-aware-nn`
## Canonical Epics
- [ ] #34 [Epic] 4.A GP Temporal and State-Space Methods
- [ ] #35 [Epic] 4.B GP Pathwise Sampling and Multi-Output Models
- [ ] #36 [Epic] 4.C NN Uncertainty Patterns
## Sequential Dependencies
- `#34` and `#35` can run in parallel once Wave 3 GP work is stable.
- `#36` can run in parallel once Wave 3 NN work is stable.
- No single theme epic should absorb the others’ scope; keep temporal, pathwise/multi-output, and NN uncertainty separate.
## Definition of Done
- Temporal/state-space GPs are represented via SDE kernels and Markov workflows.
- Pathwise posterior sampling and multi-output GP structure are present.
- NN uncertainty patterns cover richer spectral features plus spectral-normalized distance-aware models.
## Relationships
- Blocked by #24.
- Blocks #43.
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