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Introduce product and sum kernel computations (these are currently dense) by lazily building the gram matrix for each kernel, and then apply product and sum operations across a set of LinearOperators. This would allow e.g., to add two Kernels together with Diagonal gram covariance structure and experience O(N) time rather than O(N^3) for the current dense.
The text was updated successfully, but these errors were encountered:
Introduce product and sum kernel computations (these are currently dense) by lazily building the gram matrix for each kernel, and then apply product and sum operations across a set of LinearOperators. This would allow e.g., to add two Kernels together with Diagonal gram covariance structure and experience O(N) time rather than O(N^3) for the current dense.
The text was updated successfully, but these errors were encountered: