Implementation of Vecchia GPs for "Scalable Bayesian Optimization Using Vecchia Approximations of Gaussian Processes".
It's assumed there is a conda environement with all dependencies which also has conda compilers.
To install, run pip install . inside the "code" folder.
Contains code for Vecchia GPs.
Contains an exmaple using a Vecchia GP for a BO loop in BoTorch.
faiss 1.7.2, gpytorch 1.9.0, torch 1.12.1, numpy 1.23.3 and matplotlib 3.6.1.
