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AaltoML / kalman-jax

Approximate inference for Markov Gaussian processes using iterated Kalman smoothing, in JAX
Apache License 2.0
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Quick addition of extra dimension for inducing points in spatial covariance function #3

Closed twkillian closed 4 years ago

twkillian commented 4 years ago

Hi, based on initial testing this appears to be working. There is certainly a bit of a hit in efficiency from how I implemented this. I suppose that there is a more elegant way to get this to scale to higher dims but I'm not entirely sure how without fully refactoring the code.

Please excuse the early commits in the PR, they were in place to make the repo importable to a Colab environment. I've amended those changes so as not to disturb the base code that you've written.

twkillian commented 4 years ago

I've updated the code with your suggestions with the most recent commit.

wil-j-wil commented 4 years ago

Thanks for the changes. I've now merged.