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ENH: Extend gp.Latent to allow for multiple outputs #7152

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bwengals opened this issue Feb 13, 2024 · 0 comments
Open

ENH: Extend gp.Latent to allow for multiple outputs #7152

bwengals opened this issue Feb 13, 2024 · 0 comments
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feature request GP Gaussian Process

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@bwengals
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bwengals commented Feb 13, 2024

Context for the issue:

Currently gp.Latent can only handle a single GP observation, so f ~ GP(0, k(x, x')). It should be generalized to allow f_i ~ GP(0, k(x, x')), which is multiple observations of the same GP.

It "should" be pretty straightforward to extend all the GP implementations to handle this case, but it's probably most important for gp.Latent.

@bwengals bwengals added feature request GP Gaussian Process labels Feb 13, 2024
@bwengals bwengals self-assigned this Feb 13, 2024
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feature request GP Gaussian Process
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