Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

dev: Improve GP Prediction Efficiency #389

Open
Thomas-Christie opened this issue Sep 14, 2023 · 0 comments
Open

dev: Improve GP Prediction Efficiency #389

Thomas-Christie opened this issue Sep 14, 2023 · 0 comments
Labels
enhancement New feature or request

Comments

@Thomas-Christie
Copy link
Contributor

Currently when calling predict on a Gaussian process GPJax computes the entire covariance matrix. However, when calling with many test points this can be inefficient for downstream tasks which only require the mean and variance at the test points (and hence only require the diagonal elements of the covariance matrix). It would be good to come up with a solution which avoids unnecessary computation of elements in the covariance matrix. For instance, perhaps with some sort of lazy evaluation elements in the covariance matrix could only be computed when necessary. Alternatively, there could be an efficient way of doing this using Cola.

@Thomas-Christie Thomas-Christie added the enhancement New feature or request label Sep 14, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
None yet
Development

No branches or pull requests

1 participant