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?

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bwengals January 30, 2025, 11:43pm 14

yup, it looks like its not doing it right. I left a comment at the spot.

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Vanilla implementation of Gaussian Process in PyMC3?

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