HSGP improvements

[AlexAndorra]

Closes #7240

Working on this in concert with @bwengals for this example

• [x] Fix the bug in the computation of L
• [x] Do mean-centering of X values under the hood, instead of requiring it from users
• [x] Enable setting prior_linearized with m and c instead of only m and L
• [x] parametrization is not documented
• [x] Add option to pass in nicely named coords to HSGP for the beta coefficients
• [x] Make ._m_star more accessible / user friendly (make a property with no leading underscore so existing code doesn't break), document it, and fix example in prior_linearized docstring.
• [x] Get rid of numpy option, tl=np. It's subtly wrong when calculating the eigen stuff and its not used anywhere.
• [x] Add the approx_params function to hsgp_approx file

Type of change

• New feature / enhancement
• Bug fix

---

📚 Documentation preview 📚: https://pymc--7335.org.readthedocs.build/en/7335/

[AlexAndorra]

The failing test on Windows isn't related to these changes 🤷‍♂️ All the tests are passing

[AlexAndorra]

Thanks @juanitorduz ! I just pushed all the changes.

is there a test where we verify the mean sustraction works as expected in the out-of-sample case?

Good point. Added it

[codecov[bot]]

Codecov Report

Attention: Patch coverage is 73.68421% with 15 lines in your changes are missing coverage. Please review.

Project coverage is 92.37%. Comparing base (fd11cf0) to head (3ca2c2b). Report is 22 commits behind head on main.

Additional details and impacted files

[](https://app.codecov.io/gh/pymc-devs/pymc/pull/7335?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs) ```diff @@ Coverage Diff @@ ## main #7335 +/- ## ========================================== - Coverage 92.49% 92.37% -0.13% ========================================== Files 102 102 Lines 17173 17208 +35 ========================================== + Hits 15885 15896 +11 - Misses 1288 1312 +24 ``` | [Files](https://app.codecov.io/gh/pymc-devs/pymc/pull/7335?dropdown=coverage&src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs) | Coverage Δ | | |---|---|---| | [pymc/gp/hsgp\_approx.py](https://app.codecov.io/gh/pymc-devs/pymc/pull/7335?src=pr&el=tree&filepath=pymc%2Fgp%2Fhsgp_approx.py&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs#diff-cHltYy9ncC9oc2dwX2FwcHJveC5weQ==) | `88.52% <73.68%> (-7.08%)` | :arrow_down: | ... and [25 files with indirect coverage changes](https://app.codecov.io/gh/pymc-devs/pymc/pull/7335/indirect-changes?src=pr&el=tree-more&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=pymc-devs)

[bwengals]

Looks like there's one failing test mentioning _X_mean,

         assert np.allclose(
            gp._X_mean, original_mean
>       ), "gp._X_mean should not change after updating data for out-of-sample predictions."
E       AttributeError: 'HSGP' object has no attribute '_X_mean'