GSoC Week 2 and Week 3 - Implementing GP Kernels!
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 …
GSoC Week 1 - Latent GP model and Covariance functions!
Week 1 with PyMC4!
This has been a really good week for me! A major pull request I proposed, implementing a basic Gaussian Process Interface on March 1, got merged onto master this June. It gave me the essence of the development environment I was working in and time to …
more ...Pre-GSoC Period - I am excited to get started!
Getting started with GSoC ‘20
I am happy to say that I have been selected as a Student Developer under the GSoC 2020 program. I will be working with pymc-devs, an organization under the NUMFocus Umbrella, to develop a higher-level API for Gaussian Processes in PyMC4 under the mentorship of …
more ...Getting started with Gaussian Process in PyMC4
Theory
Gaussian processes are non-parametric models that define a distribution over a function where the function itself is a random variable of some inputs \(X\). They can be thought of as a distribution over infinite dimensions but computation can be done using finite resources. This property makes them useful for …
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