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Expectation Propagation #92

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7 tasks
st-- opened this issue Jan 11, 2022 · 0 comments
Open
7 tasks

Expectation Propagation #92

st-- opened this issue Jan 11, 2022 · 0 comments

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@st--
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st-- commented Jan 11, 2022

Basic tasks:

  • EP marginal likelihood approximation (RW5) & tests for optimising hyperparameters
  • more efficient prediction (RW3) instead of piggybacking on SVGP
  • rank-1 updates of q(f) after each site update in the inner loop
  • error checking - e.g. div_dist might not be valid!
  • custom handling of canonical parametrisation to allow initialisation at precision=0?

Extended tasks:

  • sparse EP
  • PowerEP
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