Module: tfp.experimental.fastgp.fast_mtgp

Fast likelihoods etc. for Multi-task Gaussian Processeses.

Modules

distribution module: Base classes for probability distributions.

fast_gp module: Fast likelihoods etc. for Gaussian Processes.

fast_log_det module: Functions for quickly computing approximate log det of a big PSD matrix.

linear_operator_sum module: Expresses a sum of operators.

multitask_kernel module: MultiTask kernels.

preconditioners module: Library of popular matrix preconditioners.

Classes

class Array: Array base class for JAX

class MultiTaskGaussianProcess: Fast, JAX-only implementation of a MTGP distribution class.