Regarding the challenge of an efficient implementation, pytorch+pyro attempt to tackle it. It's still a work in progress, but you might want to have a look at:

Regarding the challenge of an efficient implementation, pytorch+pyro attempt to tackle it. It's still a work in progress, but you might want to have a look at: https://pyro.ai/examples/gp.html https://pyro.ai/examples/gp.html