8000 [Feature Request] Recovering latent GP in LMC MOGP · Issue #2636 · cornellius-gp/gpytorch · GitHub
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[Feature Request] Recovering latent GP in LMC MOGP #2636
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@mrlj-hash

Description

@mrlj-hash

🚀 Feature Request

Per "recovering latent GP in LMC MOGP #2182" (#2182), request that the ability to recover the outputs of the latent functions in LMC MOGPs be implemented.

Motivation

For use of a model outside of the Python environment used for training, using analytic predictive mean and variance formulas is desirable as part of the calculation can be pre-computed. However, this requires having saved out some predictions made (e.g. in variational methods, on the inducing points) in Python. For LMC multi-output models, this requires having the latent function values on the inducing points associated with them.

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