Sparse Spectrum GPs

[houstonwarren]

Hi all,

Thanks for all of the work of maintaining and producing this package. I have a feature I was considering contributing, sparse spectrum GPs, but was curious to see if anyone had opinions on which point of the package to contribute at.

I see much of the work is already complete in that an RFF kernel is provided as well as a BasisFunctionComputation class, but what I haven't seen (forgive me if I'm wrong) is a GP posterior class or MLL objective that implements the sparse computation from (equations 7 and 8 in the above paper + 1 and 2 in the appendix).

If I were to work on adding this, would subclassing AbstractPosterior and AbstractObjective be the way to go? Thanks in advance for the guidance.