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Implementing Iterative Trimming GP #2654

@crhea93

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@crhea93

🚀 Feature Request

I have implemented the iterative trimming GP algorithm from https://arxiv.org/pdf/2011.11057 using GPyTorch. I'm sure other users would find this helpful. How can I integrate this into GPyTorch? Is it better to add this as an additional method or simply in an example notebook?

Are you willing to open a pull request? (We LOVE contributions!!!)

YES!

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