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The Heteroscedastic model from the documentation fails for me on Julia 1.9.3, supposedly with some AD problem (Zygote version 0.6.64):
julia> train!(model, 100);
[ Info: Starting training Variational Gaussian Process with a Gaussian likelihood with heteroscedastic noise infered by Analytic Variational Inference with 200 samples, 1 features and 2 latent GPs
ERROR: MethodError: objects of type AugmentedGaussianProcesses.GPPrior{TransformedKernel{ScaledKernel{SqExponentialKernel{Distances.Euclidean}, Float64}, ScaleTransform{Float64}}, ConstantMean{Float64, ADAM{Float64}}} are not callable
Stacktrace:
[1] macro expansion
@ ~/.julia/packages/Zygote/4SSHS/src/compiler/interface2.jl:101 [inlined]
[2] _pullback(ctx::Zygote.Context{false}, f::AugmentedGaussianProcesses.GPPrior{TransformedKernel{ScaledKernel{SqExponentialKernel{Distances.Euclidean}, Float64}, ScaleTransform{Float64}}, ConstantMean{Float64, ADAM{Float64}}}, args::Float64)
@ Zygote ~/.julia/packages/Zygote/4SSHS/src/compiler/interface2.jl:101
[3] rrule_via_ad(::Zygote.ZygoteRuleConfig{Zygote.Context{false}}, ::AugmentedGaussianProcesses.GPPrior{TransformedKernel{ScaledKernel{SqExponentialKernel{Distances.Euclidean}, Float64}, ScaleTransform{Float64}}, ConstantMean{Float64, ADAM{Float64}}}, ::Vararg{Any}; kwargs::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}})
@ Zygote ~/.julia/packages/Zygote/4SSHS/src/compiler/chainrules.jl:260
[4] rrule_via_ad(::Zygote.ZygoteRuleConfig{Zygote.Context{false}}, ::AugmentedGaussianProcesses.GPPrior{TransformedKernel{ScaledKernel{SqExponentialKernel{Distances.Euclidean}, Float64}, ScaleTransform{Float64}}, ConstantMean{Float64, ADAM{Float64}}}, ::Vararg{Any})
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