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TODO

gpmi_mo models

Multi-output GP model using reduced-rank formulation

  • allow nuggets to be fixed for gpmi_mo models
  • allow heteroscedastic observation noise for gpmi_mo models
  • allow multivariate observation noise (non-trainable) for gpmi_mo models

gpmi_umo models

Uncorrelated multi-output GP model with multivariate observation noise

  • write this model