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google / edward2

A simple probabilistic programming language.
Apache License 2.0
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Update the RandomFourierFeatures GP to use a Cholesky factorization instead of a direct matrix inverse for calculating the covariance. #519

Closed copybara-service[bot] closed 2 years ago

copybara-service[bot] commented 2 years ago

Update the RandomFourierFeatures GP to use a Cholesky factorization instead of a direct matrix inverse for calculating the covariance.