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Fast likelihoods etc. for Gaussian Processes.
It's recommended to use GaussianProcess in float64 mode only.
Modules
distribution module: Base classes for probability distributions.
fast_log_det module: Functions for quickly computing approximate log det of a big PSD matrix.
gaussian_process_regression_model module: The GaussianProcessRegressionModel distribution class.
mbcg module: Modified Batched Conjugate Gradients (mBCG) for JAX.
preconditioners module: Library of popular matrix preconditioners.
softplus module: Softplus bijector.
Classes
class Array: Array base class for JAX
class GaussianProcess: Fast, JAX-only implementation of a GP distribution class.
class GaussianProcessConfig: Configuration for distributions in the FastGP family.
Functions
yt_inv_y(...): Compute y^t (kernel)^(-1) y.
yt_inv_y_jvp(...): Jacobian-Vector product for yt_inv_y.
Other Members | |
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| LOG_TWO_PI |
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