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#
#   Licensed under the Apache License, Version 2.0 (the "License");
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import warnings

from functools import partial

import numpy as np
import pytensor.tensor as pt

from pytensor.tensor.linalg import cholesky, eigh, solve_triangular

import pymc as pm

from pymc.gp.cov import BaseCovariance, Constant
from pymc.gp.mean import Zero
from pymc.gp.util import (
    JITTER_DEFAULT,
    conditioned_vars,
    replace_with_values,
    stabilize,
)
from pymc.math import cartesian, kron_diag, kron_dot, kron_solve_lower, kron_solve_upper

solve_lower = partial(solve_triangular, lower=True)
solve_upper = partial(solve_triangular, lower=False)

__all__ = ["TP", "Latent", "LatentKron", "Marginal", "MarginalApprox", "MarginalKron"]


class Base:
    """Base class."""

    def __init__(self, *, mean_func=Zero(), cov_func=Constant(0.0)):
        self.mean_func = mean_func
        self.cov_func = cov_func

    def __add__(self, other):
        same_attrs = set(self.__dict__.keys()) == set(other.__dict__.keys())
        if not isinstance(self, type(other)) or not same_attrs:
            raise TypeError("Cannot add different GP types")
        mean_total = self.mean_func + other.mean_func
        cov_total = self.cov_func + other.cov_func
        return self.__class__(mean_func=mean_total, cov_func=cov_total)

    def prior(self, name, X, *args, **kwargs):
        raise NotImplementedError

    def marginal_likelihood(self, name, X, *args, **kwargs):
        raise NotImplementedError

    def conditional(self, name, Xnew, *args, **kwargs):
        raise NotImplementedError

    def predict(self, Xnew, point=None, given=None, diag=False, model=None):
        raise NotImplementedError


@conditioned_vars(["X", "f"])
class Latent(Base):
    R"""
    Latent Gaussian process.

    The `gp.Latent` class is a direct implementation of a GP.  No additive
    noise is assumed.  It is called "Latent" because the underlying function
    values are treated as latent variables.  It has a `prior` method and a
    `conditional` method.  Given a mean and covariance function the
    function :math:`f(x)` is modeled as,

    .. math::

       f(x) \sim \mathcal{GP}\left(\mu(x), k(x, x')\right)

    Use the `prior` and `conditional` methods to actually construct random
    variables representing the unknown, or latent, function whose
    distribution is the GP prior or GP conditional.  This GP implementation
    can be used to implement regression on data that is not normally
    distributed.  For more information on the `prior` and `conditional` methods,
    see their docstrings.

    Parameters
    ----------
    mean_func : Mean, default ~pymc.gp.mean.Zero
        The mean function.
    cov_func : 2D array-like, or Covariance, default ~pymc.gp.cov.Constant
        The covariance function.

    Examples
    --------
    .. code-block:: python

        # A one dimensional column vector of inputs.
        X = np.linspace(0, 1, 10)[:, None]

        with pm.Model() as model:
            # Specify the covariance function.
            cov_func = pm.gp.cov.ExpQuad(1, ls=0.1)

            # Specify the GP.  The default mean function is `Zero`.
            gp = pm.gp.Latent(cov_func=cov_func)

            # Place a GP prior over the function f.
            f = gp.prior("f", X=X)

        ...

        # After fitting or sampling, specify the distribution
        # at new points with .conditional
        Xnew = np.linspace(-1, 2, 50)[:, None]

        with model:
            fcond = gp.conditional("fcond", Xnew=Xnew)
    """

    def __init__(self, *, mean_func=Zero(), cov_func=Constant(0.0)):
        super().__init__(mean_func=mean_func, cov_func=cov_func)

    def _build_prior(
        self, name, X, n_outputs=1, reparameterize=True, jitter=JITTER_DEFAULT, **kwargs
    ):
        mu = self.mean_func(X)
        cov = stabilize(self.cov_func(X), jitter)
        if reparameterize:
            if "dims" in kwargs:
                v = pm.Normal(
                    name + "_rotated_",
                    mu=0.0,
                    sigma=1.0,
                    **kwargs,
                )

            else:
                size = (n_outputs, X.shape[0]) if n_outputs > 1 else X.shape[0]
                v = pm.Normal(name + "_rotated_", mu=0.0, sigma=1.0, size=size, **kwargs)

            f = pm.Deterministic(
                name,
                mu + cholesky(cov).dot(v.T).transpose(),
                dims=kwargs.get("dims", None),
            )

        else:
            mu_stack = pt.stack([mu] * n_outputs, axis=0) if n_outputs > 1 else mu
            f = pm.MvNormal(name, mu=mu_stack, cov=cov, **kwargs)

        return f

    def prior(self, name, X, n_outputs=1, reparameterize=True, jitter=JITTER_DEFAULT, **kwargs):
        R"""
        Return the GP prior distribution evaluated over the input locations `X`.

        This is the prior probability over the space
        of functions described by its mean and covariance function.

        .. math::

           f \mid X \sim \text{MvNormal}\left( \mu(X), k(X, X') \right)

        Parameters
        ----------
        name : str
            Name of the random variable
        X : array-like
            Function input values. If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        n_outputs : int, default 1
            Number of output GPs. If you're using `dims`, make sure their size
            is equal to `(n_outputs, X.shape[0])`, i.e the number of output GPs
            by the number of input points.
            Example: `gp.prior("f", X=X, n_outputs=3, dims=("n_gps", "x_dim"))`,
            where `len(n_gps) = 3` and `len(x_dim = X.shape[0]`.
        reparameterize : bool, default True
            Reparameterize the distribution by rotating the random
            variable by the Cholesky factor of the covariance matrix.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal`
            distribution constructor.
        """
        f = self._build_prior(name, X, n_outputs, reparameterize, jitter, **kwargs)

        self.X = X
        self.f = f
        self.n_outputs = n_outputs

        return f

    def _get_given_vals(self, given):
        if given is None:
            given = {}
        if "gp" in given:
            cov_total = given["gp"].cov_func
            mean_total = given["gp"].mean_func
        else:
            cov_total = self.cov_func
            mean_total = self.mean_func
        if all(val in given for val in ["X", "f"]):
            X, f = given["X"], given["f"]
        else:
            X, f = self.X, self.f
        return X, f, cov_total, mean_total

    def _build_conditional(self, Xnew, X, f, cov_total, mean_total, jitter):
        Kxx = cov_total(X)
        Kxs = self.cov_func(X, Xnew)

        L = cholesky(stabilize(Kxx, jitter))
        A = solve_lower(L, Kxs)
        v = solve_lower(L, (f - mean_total(X)).T)

        mu = self.mean_func(Xnew) + pt.dot(pt.transpose(A), v).T

        Kss = self.cov_func(Xnew)
        cov = Kss - pt.dot(pt.transpose(A), A)

        return mu, cov

    def conditional(self, name, Xnew, given=None, jitter=JITTER_DEFAULT, **kwargs):
        R"""
        Return the conditional distribution evaluated over new input locations `Xnew`.

        Given a set of function values `f` that
        the GP prior was over, the conditional distribution over a
        set of new points, `f_*` is

        .. math::

           f_* \mid f, X, X_* \sim \mathcal{GP}\left(
               K(X_*, X) K(X, X)^{-1} f \,,
               K(X_*, X_*) - K(X_*, X) K(X, X)^{-1} K(X, X_*) \right)

        Parameters
        ----------
        name : str
            Name of the random variable
        Xnew : array-like
            Function input values. If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        given : dict, optional
            Can take as key value pairs: `X`, `y`,
            and `gp`. See the :ref:`section <additive_gp>` in the documentation
            on additive GP models in pymc for more information.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        givens = self._get_given_vals(given)
        mu, cov = self._build_conditional(Xnew, *givens, jitter)
        kwargs.setdefault("method", "svd")
        f = pm.MvNormal(name, mu=mu, cov=cov, **kwargs)

        return f


@conditioned_vars(["X", "f", "nu"])
class TP(Latent):
    r"""
    Student's T process prior.

    The usage is nearly identical to that of `gp.Latent`.  The differences
    are that it must be initialized with a degrees of freedom parameter, and
    TP is not additive. Given a mean and covariance function, and a degrees of
    freedom parameter, the function :math:`f(x)` is modeled as,

    .. math::

       f(X) \sim \mathcal{TP}\left( \mu(X), k(X, X'), \nu \right)


    Parameters
    ----------
    mean_func : Mean, default ~pymc.gp.mean.Zero
        The mean function.
    scale_func : 2D array-like, or Covariance, default ~pymc.gp.cov.Constant
        The covariance function.
    cov_func : 2D array-like, or Covariance, default None
        Deprecated, previous version of "scale_func"
    nu : float
        The degrees of freedom

    References
    ----------
    -   Shah, A., Wilson, A. G., and Ghahramani, Z. (2014).  Student-t
        Processes as Alternatives to Gaussian Processes.  arXiv preprint arXiv:1402.4306.
    """

    def __init__(self, *, mean_func=Zero(), scale_func=Constant(0.0), cov_func=None, nu=None):
        if nu is None:
            raise ValueError("Student's T process requires a degrees of freedom parameter, 'nu'")
        if cov_func is not None:
            warnings.warn(
                "Use the scale_func argument to specify the scale function."
                "cov_func will be removed in future versions.",
                FutureWarning,
            )
            scale_func = cov_func
        self.nu = nu
        super().__init__(mean_func=mean_func, cov_func=scale_func)

    def __add__(self, other):
        """Add two Student's T processes."""
        raise TypeError("Student's T processes aren't additive")

    def _build_prior(self, name, X, reparameterize=True, jitter=JITTER_DEFAULT, **kwargs):
        mu = self.mean_func(X)
        cov = stabilize(self.cov_func(X), jitter)
        if reparameterize:
            size = np.shape(X)[0]
            v = pm.StudentT(name + "_rotated_", mu=0.0, sigma=1.0, nu=self.nu, size=size, **kwargs)
            f = pm.Deterministic(name, mu + cholesky(cov).dot(v), dims=kwargs.get("dims", None))
        else:
            f = pm.MvStudentT(name, nu=self.nu, mu=mu, scale=cov, **kwargs)
        return f

    def prior(self, name, X, reparameterize=True, jitter=JITTER_DEFAULT, **kwargs):
        R"""
        Return the TP prior distribution evaluated over the input locations `X`.

        This is the prior probability over the space
        of functions described by its mean and covariance function.

        Parameters
        ----------
        name : str
            Name of the random variable
        X : array-like
            Function input values. If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        reparameterize : bool, default True
            Reparameterize the distribution by rotating the random
            variable by the Cholesky factor of the covariance matrix.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvStudentT`
            distribution constructor.
        """
        f = self._build_prior(name, X, reparameterize, jitter, **kwargs)
        self.X = X
        self.f = f
        return f

    def _build_conditional(self, Xnew, X, f, jitter):
        Kxx = self.cov_func(X)
        Kxs = self.cov_func(X, Xnew)
        Kss = self.cov_func(Xnew)
        L = cholesky(stabilize(Kxx, jitter))
        A = solve_lower(L, Kxs)
        cov = Kss - pt.dot(pt.transpose(A), A)
        v = solve_lower(L, f - self.mean_func(X))
        mu = self.mean_func(Xnew) + pt.dot(pt.transpose(A), v)
        beta = pt.dot(v, v)
        nu2 = self.nu + X.shape[0]
        covT = (self.nu + beta - 2) / (nu2 - 2) * cov
        return nu2, mu, covT

    def conditional(self, name, Xnew, jitter=JITTER_DEFAULT, **kwargs):
        R"""
        Return the conditional distribution evaluated over new input locations `Xnew`.

        Given a set of function values `f` that
        the TP prior was over, the conditional distribution over a
        set of new points, `f_*` is

        Parameters
        ----------
        name : str
            Name of the random variable
        Xnew : array-like
            Function input values. If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvStudentT` distribution
            constructor.
        """
        X = self.X
        f = self.f
        nu2, mu, cov = self._build_conditional(Xnew, X, f, jitter)
        return pm.MvStudentT(name, nu=nu2, mu=mu, scale=cov, **kwargs)


@conditioned_vars(["X", "y", "sigma"])
class Marginal(Base):
    R"""
    Marginal Gaussian process.

    The `gp.Marginal` class is an implementation of the sum of a GP
    prior and additive noise.  It has `marginal_likelihood`, `conditional`
    and `predict` methods.  This GP implementation can be used to
    implement regression on data that is normally distributed.  For more
    information on the `marginal_likelihood`, `conditional`
    and `predict` methods, see their docstrings.

    Parameters
    ----------
    mean_func : Mean, default ~pymc.gp.mean.Zero
        The mean function.
    cov_func : 2D array-like, or Covariance, default ~pymc.gp.cov.Constant
        The covariance function.

    Examples
    --------
    .. code-block:: python

        # A one dimensional column vector of inputs.
        X = np.linspace(0, 1, 10)[:, None]

        with pm.Model() as model:
            # Specify the covariance function.
            cov_func = pm.gp.cov.ExpQuad(1, ls=0.1)

            # Specify the GP.  The default mean function is `Zero`.
            gp = pm.gp.Marginal(cov_func=cov_func)

            # Place a GP prior over the function f.
            sigma = pm.HalfCauchy("sigma", beta=3)
            y_ = gp.marginal_likelihood("y", X=X, y=y, sigma=sigma)

        ...

        # After fitting or sampling, specify the distribution
        # at new points with .conditional
        Xnew = np.linspace(-1, 2, 50)[:, None]

        with model:
            fcond = gp.conditional("fcond", Xnew=Xnew)
    """

    def _build_marginal_likelihood(self, X, noise_func, jitter):
        mu = self.mean_func(X)
        Kxx = self.cov_func(X)
        Knx = noise_func(X)
        cov = Kxx + Knx
        return mu, stabilize(cov, jitter)

    def marginal_likelihood(
        self,
        name,
        X,
        y,
        sigma,
        jitter=JITTER_DEFAULT,
        is_observed=True,
        **kwargs,
    ):
        R"""
        Return the marginal likelihood distribution, given the input locations `X` and the data `y`.

        This is the integral over the product of the GP prior and a normal likelihood.

        .. math::

           y \mid X,\theta \sim \int p(y \mid f,\, X,\, \theta) \, p(f \mid X,\, \theta) \, df

        Parameters
        ----------
        name : str
            Name of the random variable
        X : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        y : array-like
            Data that is the sum of the function with the GP prior and Gaussian
            noise.  Must have shape `(n, )`.
        sigma : float, Variable, or Covariance, default ~pymc.gp.cov.WhiteNoise
            Standard deviation of the Gaussian noise.  Can also be a Covariance for
            non-white noise.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        is_observed : bool, default True
            Deprecated. Whether to set `y` as an `observed` variable in the `model`.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        noise_func = sigma if isinstance(sigma, BaseCovariance) else pm.gp.cov.WhiteNoise(sigma)
        mu, cov = self._build_marginal_likelihood(X=X, noise_func=noise_func, jitter=jitter)
        self.X = X
        self.y = y
        self.sigma = noise_func
        if is_observed:
            return pm.MvNormal(name, mu=mu, cov=cov, observed=y, **kwargs)
        else:
            warnings.warn(
                "The 'is_observed' argument has been deprecated.  If the GP is "
                "unobserved use gp.Latent instead.",
                FutureWarning,
            )
            return pm.MvNormal(name, mu=mu, cov=cov, **kwargs)

    def _get_given_vals(self, given):
        if given is None:
            given = {}

        if "gp" in given:
            cov_total = given["gp"].cov_func
            mean_total = given["gp"].mean_func
        else:
            cov_total = self.cov_func
            mean_total = self.mean_func

        if all(val in given for val in ["X", "y", "sigma"]):
            X, y, sigma = given["X"], given["y"], given["sigma"]
            noise_func = sigma if isinstance(sigma, BaseCovariance) else pm.gp.cov.WhiteNoise(sigma)
        else:
            X, y, noise_func = self.X, self.y, self.sigma
        return X, y, noise_func, cov_total, mean_total

    def _build_conditional(
        self, Xnew, pred_noise, diag, X, y, noise_func, cov_total, mean_total, jitter
    ):
        Kxx = cov_total(X)
        Kxs = self.cov_func(X, Xnew)
        Knx = noise_func(X)
        rxx = y - mean_total(X)

        L = cholesky(stabilize(Kxx, jitter) + Knx)
        A = solve_lower(L, Kxs)
        v = solve_lower(L, rxx.T)
        mu = self.mean_func(Xnew) + pt.dot(pt.transpose(A), v).T

        if diag:
            Kss = self.cov_func(Xnew, diag=True)
            var = Kss - pt.sum(pt.square(A), 0)

            if pred_noise:
                var += noise_func(Xnew, diag=True)

            return mu, var

        else:
            Kss = self.cov_func(Xnew)
            cov = Kss - pt.dot(pt.transpose(A), A)

            if pred_noise:
                cov += noise_func(Xnew)

            return mu, cov if pred_noise else stabilize(cov, jitter)

    def conditional(
        self, name, Xnew, pred_noise=False, given=None, jitter=JITTER_DEFAULT, **kwargs
    ):
        R"""
        Return the conditional distribution evaluated over new input locations `Xnew`.

        Given a set of function values `f` that the GP prior was over, the
        conditional distribution over a set of new points, `f_*` is:

        .. math::

           f_* \mid f, X, X_* \sim \mathcal{GP}\left(
               K(X_*, X) [K(X, X) + K_{n}(X, X)]^{-1} f \,,
               K(X_*, X_*) - K(X_*, X) [K(X, X) + K_{n}(X, X)]^{-1} K(X, X_*) \right)

        Parameters
        ----------
        name : str
            Name of the random variable
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        given : dict, optional
            Can take key value pairs: `X`, `y`, `sigma`,
            and `gp`. See the :ref:`section <additive_gp>` in the documentation
            on additive GP models in pymc for more information.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        givens = self._get_given_vals(given)
        mu, cov = self._build_conditional(Xnew, pred_noise, False, *givens, jitter)
        return pm.MvNormal(name, mu=mu, cov=cov, **kwargs)

    def predict(
        self,
        Xnew,
        point=None,
        diag=False,
        pred_noise=False,
        given=None,
        jitter=JITTER_DEFAULT,
        model=None,
    ):
        R"""
        Return mean and covariance of the conditional distribution given a `point`.

        The `point` might be the MAP estimate or a sample from a trace.

        Parameters
        ----------
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        point : pymc.Point, optional
            A specific point to condition on.
        diag : bool, default False
            If `True`, return the diagonal instead of the full covariance
            matrix.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        given : dict, optional
            Can take key value pairs: `X`, `y`, `sigma`,
            and `gp`. See the :ref:`section <additive_gp>` in the documentation
            on additive GP models in pymc for more information.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        model : Model, optional
            Model with the Gaussian Process component for which predictions will
            be generated. It is optional when inside a with context, otherwise
            it is required.
        """
        if given is None:
            given = {}
        mu, cov = self._predict_at(Xnew, diag, pred_noise, given, jitter)
        return replace_with_values([mu, cov], replacements=point, model=model)

    def _predict_at(self, Xnew, diag=False, pred_noise=False, given=None, jitter=JITTER_DEFAULT):
        R"""
        Return symbolic mean and covariance of the conditional distribution.

        Parameters
        ----------
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        diag : bool, default False
            If `True`, return the diagonal instead of the full covariance
            matrix.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        given : dict, optional
            Can take key value pairs: `X`, `y`, `sigma`,
            and `gp`. See the :ref:`section <additive_gp>` in the documentation
            on additive GP models in pymc for more information.
        """
        givens = self._get_given_vals(given)
        mu, cov = self._build_conditional(Xnew, pred_noise, diag, *givens, jitter)
        return mu, cov


@conditioned_vars(["X", "Xu", "y", "sigma"])
class MarginalApprox(Marginal):
    R"""
    Approximate marginal Gaussian process.

    The `gp.MarginalApprox` class is an implementation of the sum of a GP
    prior and additive noise.  It has `marginal_likelihood`, `conditional`
    and `predict` methods.  This GP implementation can be used to
    implement regression on data that is normally distributed.  The
    available approximations are:

    - DTC: Deterministic Training Conditional
    - FITC: Fully independent Training Conditional
    - VFE: Variational Free Energy

    Parameters
    ----------
    mean_func : Mean, default ~pymc.gp.mean.Zero
        The mean function.
    cov_func : 2D array-like, or Covariance, default ~pymc.gp.cov.Constant
        The covariance function.
    approx : str, default 'VFE'
        The approximation to use.  Must be one of `VFE`, `FITC` or `DTC`.

    Examples
    --------
    .. code-block:: python

        # A one dimensional column vector of inputs.
        X = np.linspace(0, 1, 10)[:, None]

        # A smaller set of inducing inputs
        Xu = np.linspace(0, 1, 5)[:, None]

        with pm.Model() as model:
            # Specify the covariance function.
            cov_func = pm.gp.cov.ExpQuad(1, ls=0.1)

            # Specify the GP.  The default mean function is `Zero`.
            gp = pm.gp.MarginalApprox(cov_func=cov_func, approx="FITC")

            # Place a GP prior over the function f.
            sigma = pm.HalfCauchy("sigma", beta=3)
            y_ = gp.marginal_likelihood("y", X=X, Xu=Xu, y=y, sigma=sigma)

        ...

        # After fitting or sampling, specify the distribution
        # at new points with .conditional
        Xnew = np.linspace(-1, 2, 50)[:, None]

        with model:
            fcond = gp.conditional("fcond", Xnew=Xnew)

    References
    ----------
    -   Quinonero-Candela, J., and Rasmussen, C. (2005). A Unifying View of
        Sparse Approximate Gaussian Process Regression.

    -   Titsias, M. (2009). Variational Learning of Inducing Variables in
        Sparse Gaussian Processes.

    -   Bauer, M., van der Wilk, M., and Rasmussen, C. E. (2016). Understanding
        Probabilistic Sparse Gaussian Process Approximations.
    """

    _available_approx = ("FITC", "VFE", "DTC")

    def __init__(self, approx="VFE", *, mean_func=Zero(), cov_func=Constant(0.0)):
        if approx not in self._available_approx:
            raise NotImplementedError(approx)
        self.approx = approx
        super().__init__(mean_func=mean_func, cov_func=cov_func)

    def __add__(self, other):
        """Add two Gaussian processes."""
        new_gp = super().__add__(other)
        if not self.approx == other.approx:
            raise TypeError("Cannot add GPs with different approximations")
        new_gp.approx = self.approx
        return new_gp

    def _build_marginal_likelihood_loglik(self, y, X, Xu, sigma, jitter):
        sigma2 = pt.square(sigma)
        Kuu = self.cov_func(Xu)
        Kuf = self.cov_func(Xu, X)
        Luu = cholesky(stabilize(Kuu, jitter))
        A = solve_lower(Luu, Kuf)
        Qffd = pt.sum(A * A, 0)
        if self.approx == "FITC":
            Kffd = self.cov_func(X, diag=True)
            Lamd = pt.clip(Kffd - Qffd, 0.0, np.inf) + sigma2
            trace = 0.0
        elif self.approx == "VFE":
            Lamd = pt.ones_like(Qffd) * sigma2
            trace = (1.0 / (2.0 * sigma2)) * (
                pt.sum(self.cov_func(X, diag=True)) - pt.sum(pt.sum(A * A, 0))
            )
        else:  # DTC
            Lamd = pt.ones_like(Qffd) * sigma2
            trace = 0.0
        A_l = A / Lamd
        L_B = cholesky(pt.eye(Xu.shape[0]) + pt.dot(A_l, pt.transpose(A)))
        r = y - self.mean_func(X)
        r_l = r / Lamd
        c = solve_lower(L_B, pt.dot(A, r_l))
        constant = 0.5 * X.shape[0] * pt.log(2.0 * np.pi)
        logdet = 0.5 * pt.sum(pt.log(Lamd)) + pt.sum(pt.log(pt.diag(L_B)))
        quadratic = 0.5 * (pt.dot(r, r_l) - pt.dot(c, c))
        return -1.0 * (constant + logdet + quadratic + trace)

    def marginal_likelihood(self, name, X, Xu, y, sigma, jitter=JITTER_DEFAULT, **kwargs):
        R"""
        Return the approximate marginal likelihood distribution.

        This is given the input locations `X`, inducing point locations `Xu`,
        data `y`, and white noise standard deviations `sigma`.

        Parameters
        ----------
        name : str
            Name of the random variable
        X : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        Xu : array-like
            The inducing points.  Must have the same number of columns as `X`.
        y : array-like
            Data that is the sum of the function with the GP prior and Gaussian
            noise.  Must have shape `(n, )`.
        sigma : float, Variable
            Standard deviation of the Gaussian noise.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        self.X = X
        self.Xu = Xu
        self.y = y

        self.sigma = sigma

        approx_loglik = self._build_marginal_likelihood_loglik(
            y=self.y, X=self.X, Xu=self.Xu, sigma=self.sigma, jitter=jitter
        )
        pm.Potential(f"marginalapprox_loglik_{name}", approx_loglik, **kwargs)

    def _build_conditional(
        self, Xnew, pred_noise, diag, X, Xu, y, sigma, cov_total, mean_total, jitter
    ):
        sigma2 = pt.square(sigma)
        Kuu = cov_total(Xu)
        Kuf = cov_total(Xu, X)
        Luu = cholesky(stabilize(Kuu, jitter))
        A = solve_lower(Luu, Kuf)
        Qffd = pt.sum(A * A, 0)
        if self.approx == "FITC":
            Kffd = cov_total(X, diag=True)
            Lamd = pt.clip(Kffd - Qffd, 0.0, np.inf) + sigma2
        else:  # VFE or DTC
            Lamd = pt.ones_like(Qffd) * sigma2
        A_l = A / Lamd
        L_B = cholesky(pt.eye(Xu.shape[0]) + pt.dot(A_l, pt.transpose(A)))
        r = y - mean_total(X)
        r_l = r / Lamd
        c = solve_lower(L_B, pt.dot(A, r_l))
        Kus = self.cov_func(Xu, Xnew)
        As = solve_lower(Luu, Kus)
        mu = self.mean_func(Xnew) + pt.dot(pt.transpose(As), solve_upper(pt.transpose(L_B), c))
        C = solve_lower(L_B, As)
        if diag:
            Kss = self.cov_func(Xnew, diag=True)
            var = Kss - pt.sum(pt.square(As), 0) + pt.sum(pt.square(C), 0)
            if pred_noise:
                var += sigma2
            return mu, var
        else:
            cov = self.cov_func(Xnew) - pt.dot(pt.transpose(As), As) + pt.dot(pt.transpose(C), C)
            if pred_noise:
                cov += sigma2 * pt.identity_like(cov)
            return mu, cov if pred_noise else stabilize(cov, jitter)

    def _get_given_vals(self, given):
        if given is None:
            given = {}
        if "gp" in given:
            cov_total = given["gp"].cov_func
            mean_total = given["gp"].mean_func
        else:
            cov_total = self.cov_func
            mean_total = self.mean_func
        if all(val in given for val in ["X", "Xu", "y", "sigma"]):
            X, Xu, y, sigma = given["X"], given["Xu"], given["y"], given["sigma"]
        else:
            X, Xu, y, sigma = self.X, self.Xu, self.y, self.sigma
        return X, Xu, y, sigma, cov_total, mean_total

    def conditional(
        self, name, Xnew, pred_noise=False, given=None, jitter=JITTER_DEFAULT, **kwargs
    ):
        R"""
        Return the approximate conditional distribution of the GP evaluated over new input locations `Xnew`.

        Parameters
        ----------
        name : str
            Name of the random variable
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        given : dict, optional
            Can take key value pairs: `X`, `Xu`, `y`, `sigma`,
            and `gp`. See the :ref:`section <additive_gp>` in the documentation
            on additive GP models in pymc for more information.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        givens = self._get_given_vals(given)
        mu, cov = self._build_conditional(Xnew, pred_noise, False, *givens, jitter)
        return pm.MvNormal(name, mu=mu, cov=cov, **kwargs)


@conditioned_vars(["X", "Xu", "y", "sigma"])
class MarginalSparse(MarginalApprox):
    def __init__(self, approx="VFE", *, mean_func=Zero(), cov_func=Constant(0.0)):
        warnings.warn(
            "gp.MarginalSparse has been renamed to gp.MarginalApprox.",
            FutureWarning,
        )
        super().__init__(mean_func=mean_func, cov_func=cov_func, approx=approx)


@conditioned_vars(["Xs", "f"])
class LatentKron(Base):
    R"""
    Latent Gaussian process whose covariance is a tensor product kernel.

    The `gp.LatentKron` class is a direct implementation of a GP with a
    Kronecker structured covariance, without reference to any noise or
    specific likelihood.  The GP is constructed with the `prior` method,
    and the conditional GP over new input locations is constructed with
    the `conditional` method. For more
    information on these methods, see their docstrings.  This GP
    implementation can be used to model a Gaussian process whose inputs
    cover evenly spaced grids on more than one dimension.  `LatentKron`
    relies on the `KroneckerNormal` distribution, see its docstring
    for more information.

    Parameters
    ----------
    mean_func : Mean, default ~pymc.gp.mean.Zero
        The mean function.
    cov_funcs : list of Covariance, default [~pymc.gp.cov.Constant]
        The covariance functions that compose the tensor (Kronecker) product.

    Examples
    --------
    .. code-block:: python

        # One dimensional column vectors of inputs
        X1 = np.linspace(0, 1, 10)[:, None]
        X2 = np.linspace(0, 2, 5)[:, None]
        Xs = [X1, X2]
        with pm.Model() as model:
            # Specify the covariance functions for each Xi
            cov_func1 = pm.gp.cov.ExpQuad(1, ls=0.1)  # Must accept X1 without error
            cov_func2 = pm.gp.cov.ExpQuad(1, ls=0.3)  # Must accept X2 without error

            # Specify the GP.  The default mean function is `Zero`.
            gp = pm.gp.LatentKron(cov_funcs=[cov_func1, cov_func2])

            # ...

        # After fitting or sampling, specify the distribution
        # at new points with .conditional
        # Xnew need not be on a full grid
        Xnew1 = np.linspace(-1, 2, 10)[:, None]
        Xnew2 = np.linspace(0, 3, 10)[:, None]
        Xnew = np.concatenate((Xnew1, Xnew2), axis=1)  # Not full grid, works
        Xnew = pm.math.cartesian(Xnew1, Xnew2)  # Full grid, also works

        with model:
            fcond = gp.conditional("fcond", Xnew=Xnew)
    """

    def __init__(self, *, mean_func=Zero(), cov_funcs=(Constant(0.0))):
        try:
            self.cov_funcs = list(cov_funcs)
        except TypeError:
            self.cov_funcs = [cov_funcs]
        cov_func = pm.gp.cov.Kron(self.cov_funcs)
        super().__init__(mean_func=mean_func, cov_func=cov_func)

    def __add__(self, other):
        """Add two Gaussian processes."""
        raise TypeError("Additive, Kronecker-structured processes not implemented")

    def _build_prior(self, name, Xs, jitter, **kwargs):
        self.N = int(np.prod([len(X) for X in Xs]))
        mu = self.mean_func(cartesian(*Xs))
        chols = [cholesky(stabilize(cov(X), jitter)) for cov, X in zip(self.cov_funcs, Xs)]
        v = pm.Normal(name + "_rotated_", mu=0.0, sigma=1.0, size=self.N, **kwargs)
        f = pm.Deterministic(
            name, mu + pt.flatten(kron_dot(chols, v)), dims=kwargs.get("dims", None)
        )
        return f

    def prior(self, name, Xs, jitter=JITTER_DEFAULT, **kwargs):
        """
        Return the prior distribution evaluated over the input locations `Xs`.

        Parameters
        ----------
        name : str
            Name of the random variable
        Xs : list of array-like
            Function input values for each covariance function. Each entry
            must be passable to its respective covariance without error. The
            total covariance function is measured on the full grid
            `cartesian(*Xs)`.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        dims : str or tuple of str, optional
            Dimension name(s) for the GP random variable, passed to
            :func:`~pymc.Deterministic`. Allows the GP to be identified
            by named coordinates in the model, consistent with
            :class:`~pymc.gp.Latent` and :class:`~pymc.gp.HSGP`.
        **kwargs
            Extra keyword arguments that are passed to the internal
            :class:`~pymc.Normal` rotated variable.
        """
        if len(Xs) != len(self.cov_funcs):
            raise ValueError("Must provide a covariance function for each X")

        f = self._build_prior(name, Xs, jitter, **kwargs)
        self.Xs = Xs
        self.f = f
        return f

    def _build_conditional(self, Xnew, jitter):
        Xs, f = self.Xs, self.f
        X = cartesian(*Xs)
        delta = f - self.mean_func(X)
        covs = [stabilize(cov(Xi), jitter) for cov, Xi in zip(self.cov_funcs, Xs)]
        chols = [cholesky(cov) for cov in covs]
        cholTs = [pt.transpose(chol) for chol in chols]
        Kss = self.cov_func(Xnew)
        Kxs = self.cov_func(X, Xnew)
        Ksx = pt.transpose(Kxs)
        alpha = kron_solve_lower(chols, delta)
        alpha = kron_solve_upper(cholTs, alpha)
        mu = pt.dot(Ksx, alpha).ravel() + self.mean_func(Xnew)
        A = kron_solve_lower(chols, Kxs)
        cov = stabilize(Kss - pt.dot(pt.transpose(A), A), jitter)
        return mu, cov

    def conditional(self, name, Xnew, jitter=JITTER_DEFAULT, **kwargs):
        """
        Return the conditional distribution evaluated over new input locations `Xnew`.

        `Xnew` will be split by columns and fed to the relevant
        covariance functions based on their `input_dim`. For example, if
        `cov_func1`, `cov_func2`, and `cov_func3` have `input_dim` of 2,
        1, and 4, respectively, then `Xnew` must have 7 columns and a
        covariance between the prediction points

        .. code-block:: python

            cov_func(Xnew) = cov_func1(Xnew[:, :2]) * cov_func1(Xnew[:, 2:3]) * cov_func1(Xnew[:, 3:])

        The distribution returned by `conditional` does not have a
        Kronecker structure regardless of whether the input points lie
        on a full grid.  Therefore, `Xnew` does not need to have grid
        structure.

        Parameters
        ----------
        name : str
            Name of the random variable
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        jitter : float, default 1e-6
            A small correction added to the diagonal of positive semi-definite
            covariance matrices to ensure numerical stability.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        mu, cov = self._build_conditional(Xnew, jitter)
        return pm.MvNormal(name, mu=mu, cov=cov, **kwargs)


@conditioned_vars(["Xs", "y", "sigma"])
class MarginalKron(Base):
    R"""
    Marginal Gaussian process whose covariance is a tensor product kernel.

    The `gp.MarginalKron` class is an implementation of the sum of a
    Kronecker GP prior and additive white noise. It has
    `marginal_likelihood`, `conditional` and `predict` methods. This GP
    implementation can be used to efficiently implement regression on
    data that are normally distributed with a tensor product kernel and
    are measured on a full grid of inputs: `cartesian(*Xs)`.
    `MarginalKron` is based on the `KroneckerNormal` distribution, see
    its docstring for more information. For more information on the
    `marginal_likelihood`, `conditional` and `predict` methods,
    see their docstrings.

    Parameters
    ----------
    mean_func : Mean, default ~pymc.gp.mean.Zero
        The mean function.
    cov_funcs : list of Covariance, default [~pymc.gp.cov.Constant]
        The covariance functions that compose the tensor (Kronecker) product.

    Examples
    --------
    .. code-block:: python

        # One dimensional column vectors of inputs
        X1 = np.linspace(0, 1, 10)[:, None]
        X2 = np.linspace(0, 2, 5)[:, None]
        Xs = [X1, X2]
        y = np.random.randn(len(X1) * len(X2))  # toy data
        with pm.Model() as model:
            # Specify the covariance functions for each Xi
            cov_func1 = pm.gp.cov.ExpQuad(1, ls=0.1)  # Must accept X1 without error
            cov_func2 = pm.gp.cov.ExpQuad(1, ls=0.3)  # Must accept X2 without error

            # Specify the GP.  The default mean function is `Zero`.
            gp = pm.gp.MarginalKron(cov_funcs=[cov_func1, cov_func2])

            # Place a GP prior over the function f.
            sigma = pm.HalfCauchy("sigma", beta=3)
            y_ = gp.marginal_likelihood("y", Xs=Xs, y=y, sigma=sigma)

            # ...

        # After fitting or sampling, specify the distribution
        # at new points with .conditional
        # Xnew need not be on a full grid
        Xnew1 = np.linspace(-1, 2, 10)[:, None]
        Xnew2 = np.linspace(0, 3, 10)[:, None]
        Xnew = np.concatenate((Xnew1, Xnew2), axis=1)  # Not full grid, works
        Xnew = pm.math.cartesian(Xnew1, Xnew2)  # Full grid, also works

        with model:
            fcond = gp.conditional("fcond", Xnew=Xnew)
    """

    def __init__(self, *, mean_func=Zero(), cov_funcs=(Constant(0.0))):
        try:
            self.cov_funcs = list(cov_funcs)
        except TypeError:
            self.cov_funcs = [cov_funcs]
        cov_func = pm.gp.cov.Kron(self.cov_funcs)
        super().__init__(mean_func=mean_func, cov_func=cov_func)

    def __add__(self, other):
        """Add two Gaussian processes."""
        raise TypeError("Additive, Kronecker-structured processes not implemented")

    def _build_marginal_likelihood(self, Xs):
        self.X = cartesian(*Xs)
        mu = self.mean_func(self.X)
        covs = [f(X) for f, X in zip(self.cov_funcs, Xs)]
        return mu, covs

    def _check_inputs(self, Xs, y):
        N = int(np.prod([len(X) for X in Xs]))
        if len(Xs) != len(self.cov_funcs):
            raise ValueError("Must provide a covariance function for each X")
        if N != len(y):
            raise ValueError(
                f"Length of y ({len(y)}) must match length of cartesian product of Xs ({N})"
            )

    def marginal_likelihood(self, name, Xs, y, sigma, is_observed=True, **kwargs):
        """
        Return the marginal likelihood distribution, given the input locations `cartesian(*Xs)` and the data `y`.

        Parameters
        ----------
        name : str
            Name of the random variable
        Xs : list of array-like
            Function input values for each covariance function. Each entry
            must be passable to its respective covariance without error. The
            total covariance function is measured on the full grid
            `cartesian(*Xs)`.
        y : array-like
            Data that is the sum of the function with the GP prior and Gaussian
            noise.  Must have shape `(n, )`.
        sigma : float, Variable
            Standard deviation of the white Gaussian noise.
        is_observed : bool, default True
            Deprecated. Whether to set `y` as an `observed` variable in the `model`.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.KroneckerNormal`
            distribution constructor.
        """
        self._check_inputs(Xs, y)
        mu, covs = self._build_marginal_likelihood(Xs)
        self.Xs = Xs
        self.y = y
        self.sigma = sigma
        if is_observed:
            return pm.KroneckerNormal(name, mu=mu, covs=covs, sigma=sigma, observed=y, **kwargs)
        else:
            warnings.warn(
                "The 'is_observed' argument has been deprecated.  If the GP is "
                "unobserved use gp.LatentKron instead.",
                FutureWarning,
            )
            size = int(np.prod([len(X) for X in Xs]))
            return pm.KroneckerNormal(name, mu=mu, covs=covs, sigma=sigma, size=size, **kwargs)

    def _build_conditional(self, Xnew, diag, pred_noise):
        Xs, y, sigma = self.Xs, self.y, self.sigma

        # Old points
        X = cartesian(*Xs)
        delta = y - self.mean_func(X)
        Kns = [f(x) for f, x in zip(self.cov_funcs, Xs)]
        eigs_sep, Qs = zip(*map(eigh, Kns))  # Unzip
        QTs = list(map(pt.transpose, Qs))
        eigs = kron_diag(*eigs_sep)  # Combine separate eigs
        if sigma is not None:
            eigs += sigma**2

        Km = self.cov_func(Xnew, diag=diag)
        Knm = self.cov_func(X, Xnew)
        Kmn = Knm.T

        # Build conditional mu
        alpha = kron_dot(QTs, delta)
        alpha = alpha / eigs[:, None]
        alpha = kron_dot(Qs, alpha)
        mu = pt.dot(Kmn, alpha).ravel() + self.mean_func(Xnew)

        # Build conditional cov
        A = kron_dot(QTs, Knm)
        A = A / pt.sqrt(eigs[:, None])
        if diag:
            Asq = pt.sum(pt.square(A), 0)
            cov = Km - Asq
            if pred_noise:
                cov += sigma
        else:
            Asq = pt.dot(A.T, A)
            cov = Km - Asq
            if pred_noise:
                cov += sigma * pt.identity_like(cov)
        return mu, cov

    def conditional(self, name, Xnew, pred_noise=False, diag=False, **kwargs):
        """
        Return the conditional distribution evaluated over new input locations `Xnew`, just as in `Marginal`.

        `Xnew` will be split by columns and fed to the relevant
        covariance functions based on their `input_dim`. For example, if
        `cov_func1`, `cov_func2`, and `cov_func3` have `input_dim` of 2,
        1, and 4, respectively, then `Xnew` must have 7 columns and a
        covariance between the prediction points

        .. code-block:: python

            cov_func(Xnew) = cov_func1(Xnew[:, :2]) * cov_func1(Xnew[:, 2:3]) * cov_func1(Xnew[:, 3:])

        The distribution returned by `conditional` does not have a
        Kronecker structure regardless of whether the input points lie
        on a full grid.  Therefore, `Xnew` does not need to have grid
        structure.

        Parameters
        ----------
        name : str
            Name of the random variable
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        **kwargs
            Extra keyword arguments that are passed to :class:`~pymc.MvNormal` distribution
            constructor.
        """
        mu, cov = self._build_conditional(Xnew, diag, pred_noise)
        return pm.MvNormal(name, mu=mu, cov=cov, **kwargs)

    def predict(self, Xnew, point=None, diag=False, pred_noise=False, model=None):
        R"""
        Return mean and covariance of the conditional distribution given a `point`.

        The `point` might be the MAP estimate or a sample from a trace.

        Parameters
        ----------
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        point : pymc.Point, optional
            A specific point to condition on.
        diag : bool, default False
            If `True`, return the diagonal instead of the full covariance
            matrix.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        model : Model, optional
            Model with the Gaussian Process component for which predictions will
            be generated. It is optional when inside a with context, otherwise
            it is required.
        """
        mu, cov = self._predict_at(Xnew, diag, pred_noise)
        return replace_with_values([mu, cov], replacements=point, model=model)

    def _predict_at(self, Xnew, diag=False, pred_noise=False):
        R"""
        Return symbolic mean and covariance of the conditional distribution.

        Parameters
        ----------
        Xnew : array-like
            Function input values.  If one-dimensional, must be a column
            vector with shape `(n, 1)`.
        diag : bool, default False
            If `True`, return the diagonal instead of the full covariance
            matrix.
        pred_noise : bool, default False
            Whether or not observation noise is included in the conditional.
        """
        mu, cov = self._build_conditional(Xnew, diag, pred_noise)
        return mu, cov
