Feature Request: Guidelines on implementing Sparse GP in Numpyro

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#829 opened on Nov 27, 2020 3 comments 2 reactions 0 assignees View on GitHub

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good first issue Tutorials/Examples

Dominant language: Python
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Description

Hi!

I would like to request some guidelines on how to implement SparseGP (with SVI) in Numpyro as already included in Pyro. Currently there is only a simple Gaussian Process implementation in Numpyro .

Thank you very much in advance :)

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Research direction

Start by comparing the NumPyro GP example with the linked Pyro Sparse-GPs example. Determine what guidance or implementation is needed for SparseGP with SVI in NumPyro; done means the requested approach is available or documented clearly enough for users to follow.

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Assessment

Tech stack: python
Domain: machine-learning
Issue type: Feature
Difficulty: 5/5
Estimated time: Over a week
Activity status: Stale
Clarity: Mostly clear
Newbie friendliness: 25/100

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