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Feature Request: Multivariate modeling via coregionalization #42

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hrmerrill opened this issue Dec 1, 2021 · 1 comment
Open

Feature Request: Multivariate modeling via coregionalization #42

hrmerrill opened this issue Dec 1, 2021 · 1 comment
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enhancement New feature or request

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@hrmerrill
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I am interested in an extension to joint modeling of multiple correlated outcomes. For example, via coregionalization, described in this paper and implemented in pymc3. I see a separable spatiotemporal GP on your roadmap, and I think the implementation of coregionalization would be similar.

Nice work, BTW. I recently came across this software and the two supporting papers and am excited to apply these methods to my work.
@fabsig
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fabsig commented Dec 3, 2021

Thank you for your interest in GPBoost.

I currently do not have time to work on this, but I will add it to the to-do list.

@fabsig fabsig added the enhancement New feature or request label Dec 3, 2021
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@hrmerrill @fabsig