GSoC Week 2 and Week 3 - Implementing GP Kernels!

1 · Tirth Patel · June 21, 2020, 7 a.m.
How two weeks just flew by! These two weeks into GSoC have been intense! I implemented all the kernel functions present in PyMC3 using Tensorflow and TensorFlow Probability. I also wrote a full walkthrough through the Covariance API in PyMC4 that explains all the kernel functions implemented and their features. I also noticed that TensorFlow Probability doesn’t perform Automatic Relevence Determination on its kernels which is a problem and I will have to subclass those kernels and implement meth...