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TuringLang / docs

Documentation and tutorials for the Turing language
https://turinglang.org/docs/tutorials/docs-00-getting-started/
MIT License
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[UpdateManifests.yml] Update manifest files #370

Closed github-actions[bot] closed 1 year ago

devmotion commented 1 year ago

The sparse GP example takes forever and it's not possible to run it within the 6 hour timeout limit. It's a lot slower than the non sparse code (takes a few minutes) and hence currently it's whole motivation in the tutorial is invalid. I did not have time to fully investigate it but I think the elbo computation in SparseFiniteGP - btw not sure why it is part of Stheno instead of AbstractGPs? - for multiple observation vectors (different features here) is inefficient (no shared computations) and that it should also use reverse diff (an error was thrown when I tried to use ReverseDiff) (btw I was surprised it did not use VI). I think the easiest way forward is to just remove the sparse part for now, and open a separate issue for reintroducing an improved version.

yebai commented 1 year ago

Thanks, @devmotion -- it sounds sensible to separate the sparse GP example. I am also slightly surprised that sparse GP currently live in the Stheno package rather than AbstractGPs.