Adding GPs with linear observations#67
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## main #67 +/- ##
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+ Coverage 81.00% 84.92% +3.92%
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This library could be useful to this PR: Happy to discuss how these compare and if we can use |
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Let me know if you end up trying out FunctionalGPs.jl and you need any help / any new features :) |
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This pull request extends the
AbstractBayesOptpackage by introducing support for linear operator Gaussian processes and related utilities. The main changes add new surrogate model types, operators, and utility functions, as well as updating exports and test imports to reflect these additions.Additions for Linear Operator Gaussian Processes:
LinearOperatorGPas a new surrogate model, and exported it along with its associated operators:IdentityOperator,PartialDerivative, andLaplacianOperator. (src/AbstractBayesOpt.jl)LinearOperatorKernelandLinearOperatorMean. (src/AbstractBayesOpt.jl)Surrogate utilities:
_prep_inpututility functions to standardize input formatting for different types, improving compatibility with operator-based surrogates. (src/surrogates/surrogates_utils.jl)Exports and test updates:
AbstractBayesOpt.jlto include new surrogates, operators, and utility functions. (src/AbstractBayesOpt.jl),test/runtests.jlto import the new internal utility and constructor functions for testing. (test/runtests.jl)TODO before ready for review
LinearOperatorGPsStandardGPandGradientGP