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Addresses #877, #2416. Implements noise that is homoskedastic in inputs, but task-dependent.
Existing multi-task noises (https://docs.gpytorch.ai/en/latest/likelihoods.html#multi-dimensional-likelihoods) only work where all tasks are observed for each input. In the 'Hadamard' setting, where each input corresponds to exactly one task, there is no existing implementation that supports a different noise for each task.
See the updated
Hadamard Multitask GP Regression
for usage.Unit tests, documentation, type hinting will all also be provided soon!