Multidimensional Sparse GP

Could you describe your desired model a little more? At first glance, it looks like your covariance functions don’t have the active_dims argument specified. It appears to me that you desire to have an exponential kernel over the first dimension and a periodic kernel over the second dimension. Is that right?

Also, if you could supply some data, real or simulated so that we could run your example, that would be really helpful!