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Abstract solvers#21

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timweiland wants to merge 10 commits intomarvinpfoertner:mainfrom
timweiland:abstract_solvers
Open

Abstract solvers#21
timweiland wants to merge 10 commits intomarvinpfoertner:mainfrom
timweiland:abstract_solvers

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In a nutshell

Allows switching out Cholesky with other solvers, e.g. CG or IterGP.

In more detail

  • Extract GP inference into classes GPSolver and ConcreteGPSolver
  • Add (Concrete)CholeskySolver which encapsulates the (block) Cholesky decomposition

Provides an abstract framework for GP solvers that provide their own
methods for calculating the representer weights and the posterior
covariance.
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