[PyMCon Web Series 03a] Introduction to Hilbert Space GPs (HSGPs) in PyMC (Mar 15, 2023) (Bill Engels)

Can I sample >one function< from the posterior and then deterministically evaluate that function on new X ?

…to run an optimizer on that function

…it’s not possible with GPs, but my prior is that this approximation allows it (like the RFF approximation which is very similar)

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