aterenin / SparseGPAX

An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.

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SparseGPAX

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An ultra-lightweight JAX implementation of sparse Gaussian processes.

It supports models of the form

(f | u)(.) = f(.) + K_{(.)z} (K_{zz} + \Lambda)^{-1} (\mu - f(z) - \epsilon)

trained using doubly stochastic sparse variational inference via pathwise sampling.

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An ultra-lightweight JAX implementation of sparse Gaussian processes via pathwise sampling.


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