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cs.MS2021
ProbNum: Probabilistic Numerics in Python
Jonathan Wenger, Nicholas Krämer, Marvin Pförtner +9
Probabilistic numerical methods (PNMs) solve numerical problems via probabilistic inference. They have been developed for linear algebra, optimization, integration and differential…
cs.LG2021★ 3 cited
Preconditioning for Scalable Gaussian Process Hyperparameter Optimization
Jonathan Wenger, Geoff Pleiss, Philipp Hennig +2
Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to sca…