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Hi,

I was able to reduce the running time of TestGaussianProcessRegressorPredict::test_predict_returns_predictions test from 236 seconds to about 52 seconds on my local machine by changing n to 200.

I also ran the test several times to ensure that the test is not flaky.

Environment:

python 3.8.5
pymc3==3.4.1
numpy==1.19.5

Is this something that you guys will be interested in? If yes, then I can help you optimize some other tests in this repo as well. If you have any other suggestions/edits I will be happy to integrate them as well. Please let me know.

Thanks!

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