A variational strategy defines how an approximate Gaussian process produces predictions from inducing points. It updates the variational distribution in response to observations, paralleling a multivariate normal update. section 12.2.3
In GPyTorch, it works with a variational distribution and inducing points to represent a full dataset more compactly. Setting learn_inducing_locations=True lets training move those points toward locations that capture important trends. section 12.2.3
A typical approximate model wires the strategy into the training pipeline:
- Create a CholeskyVariationalDistribution using the number of inducing points. section 12.2.3
