Development goals

Here is a list of ideas / directions that I think would be good to start thinking about for v10. Feel free to add / amend.

  • Adaptive / nested quadratures
  • C1 continuity in piecewise polynomial trees
  • Polynomial trees with subspace-based leaf nodes
  • Formalising GPs with polynomial kernels
  • Spline modelling
  • Generalised linear models + theano / numpyro + MCMC
  • Low rank tensor decompositions
  • Multi-fidelity models

Nice ideas here. One to add to the list might be to explore more general speed-ups (although this depends on the size of datasets we want to support, and typical use-cases of users).

@bubald’s work on using cython/F2Py showed there is some potential there. Although I wonder if sprinkling some numba decorators throughtout might give us some easier wins…

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Seems like this is another reason to work with numpyro for just in time compilation. :smiley: