KernelFunctions.jl
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Add `InverseMultiQuadricKernel`
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").
Codecov Report
Merging #396 (62c429d) into master (360ce10) will increase coverage by
0.04%. The diff coverage is92.85%.
@@ 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%) |
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