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`ProductMatern12` kernel embedding w.r.t Lebesgue measure & GPy wrapper

Open mmahsereci opened this issue 2 years ago • 1 comments

Issue #, if available:

Description of changes: This PR adds

  • kernel embeddings for the Matern12 (a.k.a. Exponential) product kernel w.r.t. Lebesgue measure.
  • an EmuKit interface for this kernel.
  • a GPy wrapper for said interface.
  • the kernel is added to the tests (shape, value, gradient etc tests) by adding a fixture to the existing tests.

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.

mmahsereci avatar Aug 05 '22 09:08 mmahsereci

Codecov Report

Merging #430 (d0f2f4d) into main (45f4e55) will decrease coverage by 0.11%. The diff coverage is 86.04%.

@@            Coverage Diff             @@
##             main     #430      +/-   ##
==========================================
- Coverage   89.15%   89.04%   -0.12%     
==========================================
  Files         136      137       +1     
  Lines        4703     4820     +117     
  Branches      681      701      +20     
==========================================
+ Hits         4193     4292      +99     
- Misses        393      403      +10     
- Partials      117      125       +8     
Impacted Files Coverage Δ
emukit/quadrature/interfaces/__init__.py 100.00% <ø> (ø)
emukit/model_wrappers/gpy_quadrature_wrappers.py 80.93% <74.54%> (-1.33%) :arrow_down:
emukit/quadrature/interfaces/standard_kernels.py 81.52% <82.35%> (+0.18%) :arrow_up:
emukit/quadrature/kernels/quadrature_matern12.py 97.72% <97.72%> (ø)
emukit/quadrature/kernels/__init__.py 100.00% <100.00%> (ø)
emukit/quadrature/kernels/quadrature_matern32.py 98.00% <100.00%> (ø)
emukit/quadrature/kernels/quadrature_matern52.py 98.03% <100.00%> (ø)
emukit/quadrature/kernels/quadrature_rbf.py 100.00% <100.00%> (ø)

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codecov-commenter avatar Aug 05 '22 09:08 codecov-commenter