Open jsjol opened 7 years ago
If you want to use a Kronecker factorization of the spatial covariance, then inputs need to be on a grid.
My conclusions so far:
The function gaussian_grid_inference is where most of the action is. Call chain is as follows: model = gp_grid_regression -> gp_grid -> gaussian_grid_inference.
gaussian_grid_inference is currently hard-coded to use rbf covariance.
The gradient update poses the main challenge. Because the full matrix K is so big, it is not possible to explictly compute dL_dK and pass that around the way GPy usually does it.
Need kernels to be able to provide dK_dTheta.
Code in need of testing:
Make use of the special structure in spatial covariance as described in #13