Methods to only compute diagonal of covariance functions #2344
Conversation
This file contains hidden or 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
fonnesbeck
reviewed
Jun 23, 2017
pymc3/gp/cov.py
Outdated
| R""" | ||
| Evaluate the kernel/covariance function. | ||
|
|
||
| Parameters | ||
| ---------- | ||
| X : The training inputs to the kernel. | ||
| Z : The optional prediction set of inputs the kernel. If Z is None, Z = X. | ||
| daig: Return only the diagonal of the covariance function. Default is False. |
fonnesbeck
approved these changes
Jun 23, 2017
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Outdated suggestions cannot be applied.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.
__call__of covariance functions have new arg in signature:cov(X, Z, diag=True)diag=Truecomputes and returns only the diagonalFalsethis should help speed up some of the sparse approximations