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GP Gradient Computation #314

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GP Gradient Computation #314

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costashatz
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@costashatz costashatz commented Jan 20, 2021

This PR adds GP gradient computations. At the moment we output the gradient with respect to the kernel function and the input (i.e., the mean function is considered a static function that does not depend on the input).

To be checked and discussed..

What is missing:

  • test for multi_gp gradients
  • test for mean function gradients
  • Clean up of gp_grad tutorial/example
  • Add gp_grad as a tutorial in the docs
  • Matern kernels gradients

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