Added two new tutorial files (without interactive matplotlib, so it can pass tests) - Githubissues

JaxGaussianProcesses / GPJax

Gaussian processes in JAX.

https://docs.jaxgaussianprocesses.com/

Apache License 2.0

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Added two new tutorial files (without interactive matplotlib, so it can pass tests) #455

Open neel-maniar opened 2 months ago

neel-maniar commented 2 months ago

Type of changes

[ ] Bug fix
[ ] New feature
[x] Documentation / docstrings
[ ] Tests
[ ] Other

Checklist

[ ] I've formatted the new code by running poetry run pre-commit run --all-files --show-diff-on-failure before committing.
[ ] I've added tests for new code.
[ ] I've added docstrings for the new code.

Description

These two notebooks follow the work of the paper on Linearly Constrained Gaussian Processes (see citation in notebooks).

They demonstrate

a way to encode two types of linear constraints into the kernel of a GP
mathematical explanations which follow the notation of the paper
another example of implementing Multi-Output GPs in GPJax.

Issue Number: N/A

thomaspinder commented 3 weeks ago

Hi @neel-maniar - thanks for this PR, the notebooks look super interesting. We've just released a large improvement to VTLab in v0.9. Most of the breaking changes are hidden away behind the scenes; however, I think they may affects aspects of your notebooks. I'll checkout the PR locally in the coming days and provide pointer on which lines may need updating and how this can be done.