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idem-lab / epiwave.pipelines

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sparse GP #29

Open AugustHao opened 10 months ago

AugustHao commented 10 months ago

implement some inducing tricks to make the GP sparse, observing every few days or so. Should improve sampling speed with negligible cost to fit

AugustHao commented 8 months ago

tested over simulated data, has some dodginess, not ready to deploy yet