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update_posterior for FiniteGP itself #224

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st-- opened this issue Sep 28, 2021 · 3 comments
Open

update_posterior for FiniteGP itself #224

st-- opened this issue Sep 28, 2021 · 3 comments

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@st--
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st-- commented Sep 28, 2021

The low-rank update is implemented for the VFE sparse approximation, but this should of course be just as easy for an exact FiniteGP.:)

@willtebbutt
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I forgot, we essentially have this:

function posterior(fx::FiniteGP{<:PosteriorGP}, y::AbstractVector{<:Real})

If you call posterior on a FiniteGP{<:PosteriorGP}, the appropriate thing will happen :)

@st--
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st-- commented Oct 28, 2021

It's quite confusing that in the exact case, you call posterior, in the approximate case you call update_posterior....

@willtebbutt
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Agreed. I would be in favour of deprecating update_posterior in favour of simply posterior.

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