added support for derivatives and variance derivatives for SGP#744
Open
assunc wants to merge 1 commit intoSMTorg:masterfrom
Open
added support for derivatives and variance derivatives for SGP#744assunc wants to merge 1 commit intoSMTorg:masterfrom
assunc wants to merge 1 commit intoSMTorg:masterfrom
Conversation
relf
requested changes
Aug 18, 2025
Member
relf
left a comment
relf
left a comment
There was a problem hiding this comment.
Thanks for this nice addition but you need to add some tests of the new functions and check the analytic derivatives against finite differences.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
closes #583
implemented support for predict derivatives and predict variance derivatives. Only works for squar_exp correlation type but its the only one allowed for SGP already.