Open hoangcuong2011 opened 7 years ago
Can I also ask for your implementation of FITC Approximation? Thanks!
Hi, Ah I see, Ax = B implies x = A^-1B and that is why you use solve instead of directly inverse. It is quite stupid to not recognize that.
I believe your implementation is not using FITC though. Can I ask for the implementation?
Thanks a lot!
Best,
Hi,
I am digging your code https://github.com/hoangcuong2011/DeepGP/blob/master/gaussian_process.py
I was wondering why there does not exist an inversion operation at all. Why is it the case? I thought for prediction under GPs there must be an inversion operation of covariance matrix.
Thanks for uploading your code, which is very helpful to me to understand Deep GPs better.