First attempt that writing a simple version of ADKF in jax.

Next steps:

• Better GP implementation (e.g. multiple choices for base kernel). Could look at GP Jax.
• Flexible L_T and L_V functions
• Incorporate automatic implicit differentiation from jaxopt
• vectorize ADKF using vmap to do multiple tasks in a single batch (not 100% sure it is possible, but maybe it is?)

!!PLEASE READ THIS SECTION BEFORE COMMITING ANY CODE TO THIS REPO!!

To create the environment:

conda env create -f environment.yml

To update:

conda env update --file environment.yml --prune

Use pre-commit to enforce formatting, large file checks, etc.

If not already installed in your environment, run:

conda install pre-commit

To install the precommit hooks:

pre-commit install

Now a series of useful checks will be run before any commit.

pytest is used to check for code correctness. Tests can be run with the following line of code:

python -m pytest tests/

!!Before commiting code or merging to the main branch, please run the line of code above!!