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Support space-time (‘matern_space_time’) and anisotropic ARD (‘matern_ard’, ‘gaussian_ard’) covariance functions
support ‘negative_binomial’ likelihood
support FITC aka modified predictive process approximation (‘fitc’) and full scale approximation with tapering (‘full_scale_tapering’) with ‘cholesky’ decomposition and ‘iterative’ methods
add optimizer_cov option 'lbfgs', and make this the default for (generalized) linear effects models
faster prediction for multiple grouped random effects and non-Gaussian likelihoods
allow for duplicate locations / coordinates for Vecchia approximation for non-Gaussian likelihoods
support vecchia approximation for space-time and ARD covariance functions with correlation-based neighbor selection
support offset in GLMMs
add safeguard against too large step sizes for linear regression coefficients
change default initial values for (i) (marginal) variance and error variance to var(y)/2 for Gaussian likelihoods and (ii) range parameters such that the effective range is half the average distance
add backtracking line search for mode finding in Laplace approximation
add option ‘reuse_learning_rates_gp_model’ for GPBoost algorithm -> faster learning
add option ‘line_search_step_length’ for GPBoost algorithm. This corresponds to the optimal choice of boosting learning rate as in e.g. Friedman (2001)
support optimzer_coef = ‘wls’ when optimizer_cov = ‘lbfgs’ for Gaussian likelihood, make this the default