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Implement heteroscedastic Laplace #153

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wiseodd opened this issue Mar 12, 2024 · 0 comments
Open

Implement heteroscedastic Laplace #153

wiseodd opened this issue Mar 12, 2024 · 0 comments
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@aleximmer
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enhancement New feature or request
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0.3

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@wiseodd
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wiseodd commented Mar 12, 2024

Based on @aleximmer's paper: https://openreview.net/forum?id=A6EquH0enk

Would be very useful e.g. in Bayesian optimization with (heteroscedastic) noisy observation---super relevant in AI4Science.
@wiseodd wiseodd added the enhancement New feature or request label Mar 12, 2024
@wiseodd wiseodd added this to the 0.3 milestone Jul 8, 2024
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