MAINT: add reparameterize to gp and fix mvnormal #269
Closed
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
tirthasheshpatel
changed the title
|
Closed in favour of #296 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
I changed
MvNormalto use cholesky component of full covariance matrix in #235 but #252 introducedMvNormalCholeskywhich is more appropriate to use instead.Also, parameters like
covariance_matrixare very explicit by name and shorthand name likecovis more convenient and obvious enough. I have tried to address it in this pr but if there is a reason behind such names, I will revert those changes.I have also started fixing docs of
MvNormalandMvNormalCholeskyand stuff in the gp module.