Hi, can someone explain how to get the LOOCV score from a Sparse Marginal GP? I can get it successfully with the Dense Marginal GP: with pm.Model() as marginal_model: # Priors. ls = pm.Gamma("ls", alpha=LS_PRIOR_ALPHA, beta=LS_PRIOR_BETA) eta = pm.HalfCauchy("eta", beta=ETA_PRIOR_…

How To Use LOOCV With pm.gp.MarginalApprox?

Geoff_Nordling December 5, 2024, 1:46pm 5

Ok very cool thanks. Looks like all the ingredients are here.

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