Changes to avoid numerical issues and improve the performance:
- Keep value of the EP parameters between calls
- Enforce positivity of tau_tilde
- Stable computation of the EP moments for the Bernoulli likelihood
- Compute marginal in the GP model without directly inverting tau_tilde
Changes to improve the flexibility:
- Add parameter for maximum number of iterations
- Distinguish between alternated/nested mode
- Distinguish between sequential/parallel updates in EP
Changes to avoid numerical issues and improve the performance:
- Keep value of the EP parameters between calls
- Enforce positivity of tau_tilde
- Stable computation of the EP moments for the Bernoulli likelihood
- Compute marginal in the GP model without directly inverting tau_tilde
Changes to improve the flexibility:
- Add parameter for maximum number of iterations
- Distinguish between alternated/nested mode
- Distinguish between sequential/parallel updates in EP