I should do some more work before posting an issue I guess, but I'm not sure when that's going to happen :-)
While reading the tutorial on Fitting a Mean Function](https://tinygp.readthedocs.io/en/stable/tutorials/means.html) I see a few places focusing on vmap and making the mean a function of a single input coordinate. For example:
we must define our mean function to operate on a single input coordinate. What that means is that we don’t need to worry about broadcasting and stuff within our mean function: tinygp will do all the necessary vmap-ing. More explicitly, if we try to call our mean_function on a vector of inputs
Before playing around with the code I find this confusing. I get that if we have a several data points x_i with i=1...N that we would want to vmap that. But if each x_i is a D-dim vector, then I would expect the mean function to depend on all D components of x_i. The way I interpret "single input coordinate" is one of the D components of a single input point x_i. I wonder if what is meant here is "single input data point". With the D=1 example it's hard to tell.
PS: I love the point here
It is quite common in the GP literature to (“without lack of generality”) set the mean of the process to zero and call it a day.
suggest
It is quite common in the GP literature to set the mean of the process to zero (“without lack of generality”) and call it a day.
I should do some more work before posting an issue I guess, but I'm not sure when that's going to happen :-)
While reading the tutorial on Fitting a Mean Function](https://tinygp.readthedocs.io/en/stable/tutorials/means.html) I see a few places focusing on vmap and making the mean a function of a single input coordinate. For example:
Before playing around with the code I find this confusing. I get that if we have a several data points
x_iwith i=1...N that we would want to vmap that. But if eachx_iis a D-dim vector, then I would expect the mean function to depend on all D components ofx_i. The way I interpret "single input coordinate" is one of the D components of a single input pointx_i. I wonder if what is meant here is "single input data point". With the D=1 example it's hard to tell.PS: I love the point here
suggest