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STOR-i / GaussianProcesses.jl

A Julia package for Gaussian Processes
https://stor-i.github.io/GaussianProcesses.jl/latest/
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predicting a derivative #114

Closed snirgaz closed 5 years ago

snirgaz commented 5 years ago

Is possible to predict the derivative (dy/dx) at some point x of an optimized Gaussian process?

maximerischard commented 5 years ago

Currently, predicting the derivative is not a feature we've implemented. We've discussed it in #102, so it's on our list of desirable features, but at the moment none of the regular contributors have the bandwidth to work on this feature. Please get in touch if you would be interested in working on the feature, and I would be happy to help.