Closed vikram-s-narayan closed 2 years ago
Good question!
You should just use the GP
object in AbstractGPs if you just need a GP that's most easily written using a mean function and a kernel. You should consider using Stheno if you need to combine individual GPs in interesting ways.
Could you perhaps elaborate on the model used in SthenoKriging.jl?
Ah ...thank you.
Based on my review of the source code, the test cases and the documentation, it is my understanding that SthenoKriging.jl is designed to:
The model does not combine individual GPs.
Ah I see.
My impression from what I can see in the docs is that you'll probably be fine just using an AbstractGPs.GP
for all of the single-output stuff. If you've got multiple outputs, you can either use Stheno, or one of the multi-output kernels found here + an AbstractGPs.GP
.
One thing to be aware of is that literally everything in the AbstractGPs
ecosystem reduces to a single-output GP, so if you just assume that the user provides an AbstractGP
, you shouldn't stop users from using any of the above options.
edit: see this discussion for more info on multi-output stuff in the JuliaGPs ecosystem.
Thank you again. I'm closing this issue as the question has been answered :)
@vikram-s-narayan - I recently came across Surrogates.jl and was looking at the Kriging.jl and SthenoKriging.jl and was thinking they do need a bunch of clean-up & TLC. We'd be happy to help you get it working with the up-to-date AbstractGPs package - if you like, please join us on the Turing slack via this invite link: https://join.slack.com/t/turingjl/shared_invite/zt-ubbtg7r8-xtg4WjXEQTG_jvE~estuKw - and join the discussion in #gp-julia channel :)
@vikram-s-narayan - I recently came across Surrogates.jl and was looking at the Kriging.jl and SthenoKriging.jl and was thinking they do need a bunch of clean-up & TLC. We'd be happy to help you get it working with the up-to-date AbstractGPs package - if you like, please join us on the Turing slack via this invite link: https://join.slack.com/t/turingjl/shared_invite/zt-ubbtg7r8-xtg4WjXEQTG_jvE~estuKw - and join the discussion in #gp-julia channel :)
Thanks!
Could you please elaborate on how to choose between Stheno and AbstractGPs.jl. For what use cases would a developer choose one over the other.
Specifically, I'm trying to update SthenoKriging.jl (which used Stheno 0.6) and am wondering how to proceed.
Thanks!