Sparse GPs
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tanhevg commented
Sparse GPs
st-- commented
Hi @tanhevg, we're building a generally applicable Gaussian process API for Julia over at https://github.com/JuliaGaussianProcesses/AbstractGPs.jl/ (building on top of KernelFunctions.jl), if you're interested in moving your package to build on top of AbstractGPs you would get sparse GPs (nearly) for free in the very near future - we're working towards releasing github.com/JuliaGaussianProcesses/SparseGPs.jl/ :) you'd be welcome to join us on the TuringLang slack workspace (invite link) if you'd like to chat about it and see what that might look like.