ApproximateGPs API

approx_lml(approx::<Approximation>, lfx::LatentFiniteGP, ys)

Compute an approximation to the log of the marginal likelihood (also known as "evidence") under the given approx to the posterior. This approximation can be used to optimise the hyperparameters of lfx.

This should become part of the AbstractGPs API (see JuliaGaussianProcesses/AbstractGPs.jl#221).