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Add `InverseMultiQuadricKernel`

Open devmotion opened this issue 4 years ago • 1 comments

This PR adds the inverse multiquadric kernel

k(x, x'; alpha, c) = (c + d(x, x')^2)^(- alpha)

with parameters alpha, c > 0.

In recent years, in particular in the ML community (possibly due to https://arxiv.org/abs/1711.01558) this kernel or some special cases (e.g. with alpha = 1/2 and c = 1: http://proceedings.mlr.press/v119/delbridge20a/delbridge20a.pdf) are called "inverse multiquadratic kernel". As far as I know, however, the traditional name is "inverse multiquadric kernel" (see e.g. Schölkopf and Smola's "Learning with Kernels").

devmotion avatar Nov 02 '21 01:11 devmotion

Codecov Report

Merging #396 (62c429d) into master (360ce10) will increase coverage by 0.04%. The diff coverage is 92.85%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #396      +/-   ##
==========================================
+ Coverage   89.23%   89.27%   +0.04%     
==========================================
  Files          52       52              
  Lines        1198     1212      +14     
==========================================
+ Hits         1069     1082      +13     
- Misses        129      130       +1     
Impacted Files Coverage Δ
src/KernelFunctions.jl 100.00% <ø> (ø)
src/basekernels/rational.jl 93.18% <92.85%> (-0.16%) :arrow_down:

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codecov[bot] avatar Nov 02 '21 01:11 codecov[bot]