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Interesting... is the constructor function ever AD'd through? I would have thought that once the object has been constructed, the AD wouldn't be able to see the function that was called during constuction.
That's true if you construct before passing the RegularInTime to the function being differentiated. I was thinking about what happens if you construct the RegularInTime inside the function that you're differentiating though.
I wonder whether the
RegularInTime
constructor should error if the lengths of its arguments don't match:TemporalGPs.jl/src/space_time/regular_in_time.jl
Lines 8 to 13 in 3c56beb
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