Abstract solvers #21
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Abstract solvers #21
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Provides an abstract framework for GP solvers that provide their own methods for calculating the representer weights and the posterior covariance.
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In a nutshell
Allows switching out Cholesky with other solvers, e.g. CG or IterGP.
In more detail
GPSolverandConcreteGPSolver(Concrete)CholeskySolverwhich encapsulates the (block) Cholesky decomposition