I see that PyMC3 has a high level Gaussian Process (GP) API. GPs are quite abstract and so I’d like to get more familiarity with them before letting the API do all the thinking for me. I stumbled on this blog which implements GPs in python from scratch, which has been very helpful. The author optim…

I didn’t have the chance to read the blog you linked to. [image] jbuddy_13: How is the Bayesian/PyMC3 approach different than the frequentist one? (It seems that rather than optimizing kernel hyperparameters, they’re sampled via HMC.) The difference you are hinting at here is the difference…

Vanilla implementation of Gaussian Process in PyMC3?

Questions

jessegrabowski January 30, 2025, 7:15pm 12

Could you glance at the code in the new rethinking PR I linked and confirm it’s doing the wrong thing?

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Vanilla implementation of Gaussian Process in PyMC3?

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