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Improve scalability by implementing stochastic Lanczos expansions #8

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kiudee opened this issue Jan 8, 2020 · 0 comments
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@kiudee
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kiudee commented Jan 8, 2020

The log determinant which needs to be computed for the marginal log likelihood, slows down the inference already with moderate numbers of instances.
This approach might help:
https://arxiv.org/abs/1711.03481

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