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Non-isotropic length scales for graph-based Gaussian processes #23

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merged 11 commits into from
Dec 11, 2024

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tillahoffmann
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This PR allows graph-based Gaussian processes to have different length scales along different dimensions of the covariate space.

@tillahoffmann tillahoffmann added the enhancement New feature or request label Jun 12, 2024
@tillahoffmann tillahoffmann force-pushed the graph-length-scales branch 2 times, most recently from 1314f14 to f972c0d Compare June 13, 2024 15:05
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On hold until fix from stan-dev/math#3084 is released.

@skiptoniam
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@tillahoffmann has this been updated? for the stan libs?

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Quick update: it looks like the new release date for the bugfix we need is November 11 (see here for details).

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It looks like the next release date has been pushed back to late November/early Decembers so we'll have to wait a little longer to merge this feature.

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We'll have to weight for the next release candidate because the _jacobian suffix for functions is no longer allowed by accident (see here for details).

@tillahoffmann tillahoffmann merged commit 352458d into main Dec 11, 2024
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@tillahoffmann tillahoffmann deleted the graph-length-scales branch December 11, 2024 20:40
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@skiptoniam, thanks for the patience with this PR. I'll release a new Python package shortly and also port the changes over to the R package. I'll post another update here once that's done.

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tillahoffmann commented Dec 12, 2024

This has now been published on PyPI as gptools-stan==0.2.1 and CRAN as gptoolsStan==0.2.0.

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Add graph-based kernels with different length scales in different dimensions.
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