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Julia package for kernel functions for machine learning

Results 126 KernelFunctions.jl issues
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- [x] Transform: #530 - [ ] Transform: new problem with AD and `AxisArrays` - [x] BaseKernels: #528 - [x] BaseKernels: #546 - [x] Deprecation warnings: #529 The BaseKernels failures...

**Summary** A call like `kernelmatrix(PeriodicKernel(), rand(1000))` produces a number of allocations of the same order as the size of the kernel matrix because `Sinus` has a vector parameter and the...

performance critical

This is just an experiment to see what would break if we replace some vector parameters by scalars.

https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/pull/528 added a less efficient workaround for a Zygote-specific issue: https://github.com/FluxML/Zygote.jl/issues/1464 The PR can be reverted once the upstream issue is fixed.

I'm not sure if this is a good idea at all and if it works as intended - BUT I've encountered multiple repos in the last few months where people...

We should use ChainRulesTestUtils to test the rules defined in this package.

**Summary** **Proposed changes** * ... **What alternatives have you considered?** **Breaking changes**

```julia julia> using KernelFunctions: MaternKernel julia> k = MaternKernel(ν=5) Matern Kernel (ν = 5, metric = Distances.Euclidean(0.0)) julia> import ForwardDiff as FD julia> kx(x,y) = FD.derivative(t -> k(x+t, y), 0)...

**Summary** Replaces an equality test with an approximate equality test to handle roundoff issues. Should resolve #494 **Proposed changes** Loosen a test tolerance very slightly **What alternatives have you considered?**...

The [docs](https://juliagaussianprocesses.github.io/KernelFunctions.jl/stable/create_kernel/#SimpleKernel-for-kernel-functions-depending-on-a-metric) recommend `SimpleKernel` for building ones own kernel using Distances.jl. They should probably here also note that not every `PreMetric` yields a positive-definite kernel. In particular, as Theorem 1...