Will Tebbutt
Will is a PhD student in the Machine Learning Group at the University of Cambridge. His research focuses on the scalability of Gaussian processes, how software should be implemented to make using them a pleasant experience, and how they can be utilised in climate science.
Sessions
07-29
12:40
10min
Fast Gaussian processes for time series
Will Tebbutt
TemporalGPs.jl provides a single-function API to make inference in Gaussian processes (GPs) from Stheno.jl dramatically more efficient in the time-series setting. It makes it feasible to perform (almost) exact inference with 10s of millions of data points quickly on a laptop, and plays nicely with StaticArrays.jl and Zygote.jl.
Red Track