Module variational

Module variational 

Source
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Variational methods for sparse Gaussian Process approximation

This module implements Variational Free Energy (VFE) approximation, Evidence Lower BOund (ELBO) computation, and variational optimization algorithms for sparse Gaussian Processes.

Modules§

variational_utils
Utility functions for variational inference

Structs§

ELBOResult
Structure to hold ELBO computation results
StochasticVariationalInference
Stochastic Variational Inference for large-scale datasets
VariationalFreeEnergy
Variational Free Energy implementation for sparse GP