Allow faster predict methods. #31
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or only the diagonal variance which can often be done much faster.
favor of more descriptive JointDistribution and MarginalDistribution.
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are consistent for Gaussian Processes.
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This was referenced Dec 13, 2022
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The existing model interface provided a
predictmethod which returned an entire distribution (mean, and dense covariance). Sometimes however you may only need the mean, or the marginal variance in which case computing the entire posterior covariance, then only throwing it away (or only taking the diagonal) is a waste of computation time.This change provides a new set of methods to the
RegressionModel<>which let you explicitly ask for only the marginal posterior distributionpredict_marginalor the posterior meanpredict_mean.