v0.6.4
v0.6.4 introduces the fast mean prediction features described in [Dunton2022]. Notably, this fast mean prediction workflow is only supported in shared memory (numpy and JAX backends). Attempts to access the new functions while in MPI mode will raise NotImplementedError
s. Changes in detail include:
- Added functions for creating the precomputed coefficient tensor for the fast regression feature
- Added
fast_regress()
functions toMuyGPyS.gp.muygps.MuyGPS
andMuyGPyS.gp.muygps.MultivariateMuyGPS
- Added high level workflow for implementing fast regression in
MuyGPyS.examples.fast_regress
- Added new documentation notebook explaining the fast regression workflow
- Added some performance improvements for MPI back end
[Dunton2022] Dunton, Alec M., Benjamin W. Priest, and Amanda Muyskens. “Fast Gaussian Process Posterior Mean Prediction via Local Cross Validation and Precomputation.” arXiv preprint arXiv:2205.10879 (2022).