Expand description
Scalable inference methods for sparse Gaussian Processes
This module implements various scalable inference algorithms including direct matrix inversion, Preconditioned Conjugate Gradient (PCG), and Lanczos eigendecomposition methods.
Structsยง
- Iterative
Refinement - Iterative refinement for improved numerical accuracy
- Lanczos
Method - Lanczos eigendecomposition method
- PreconditionedCG
- Preconditioned Conjugate Gradient solver
- Preconditioner
Setup - Preconditioner setup and application
- Scalable
Inference - Scalable inference method implementations
- Specialized
Solvers - Specialized solvers for specific matrix structures
- Tridiagonal
Eigen Solver - Tridiagonal eigenvalue problem solver