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multiply-org / gp_emulator

Python code for Gaussian Process emulators
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performance improvement #4

Open TonioF opened 5 years ago

jgomezdans commented 5 years ago

I haven't checked if the code is any better, but just to let you know that you have switched off in the main Kafka codebase Hessian calculations, so this code shouldn't be executed as per our previous discussion.

TonioF commented 5 years ago

That's true, it would make virtually no difference whether we use this version or the one from the master branch. One of them should receive a tag, though. When I compared this implementation with the original, I got deviations up to 1e-10. To me, this is small enough to be neglected, but maybe you disagree?