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keyonvafa / DeepGP

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Question #1

Open hoangcuong2011 opened 7 years ago

hoangcuong2011 commented 7 years ago

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.

hoangcuong2011 commented 7 years ago

Can I also ask for your implementation of FITC Approximation? Thanks!

hoangcuong2011 commented 7 years ago

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,