KernelFunctions.jl

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Maybe replace Matern12, Matern32 and Matern52 by Matern{nu}

14

I looked through existing issues and didn't find someone suggesting this before. But you could in principle replace the special case matern functions by a parametrized type. The advantage is...

FelixBenning

Add LazyKernelMatrix and lazykernelmatrix

12

**Summary** This PR introduces functionality for lazily representing kernel matrices, which is necessary when the matrix might be too large to store in memory. Fixes #514 **Proposed changes** * new...

sethaxen

Add `KernelTensorSum`

10

Adressess https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/issues/506. Implements a new kernel composition `KernelTensorSum` and related `⊕` operator. The naming should be discussed since the meaning of `KernelTensorSum` might not be appropriate. Suggestions are welcome.

martincornejo

In some cases we do not want to build the kernel matrix explicitely but simply want to evaluate its components when necessary (for example in `K * v`). We should...

theogf

General out indices

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**Summary** Enable general output indices, e.g. symbols: ```julia julia> KernelFunctions.MOInputIsotopicByFeatures([1,2,3], [:a, :b]) 6-element KernelFunctions.MOInputIsotopicByFeatures{Int64, Vector{Int64}, Symbol, Vector{Symbol}}: (1, :a) (1, :b) (2, :a) (2, :b) (3, :a) (3, :b) ```...

FelixBenning

Remove input check for vector of vectors

3

**Summary** This attempts to address #512, which prevents kernels operating on vectors of unequal length from working properly. **Proposed changes** * ... Remove the check on input dimensions when the...

grero

Perhaps avoid validating input dims on AbstractVector{<:AbstractVector{<:Real}}

7

I would suggest either changing this, or perhaps better, skipping it all together. https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/blob/ef6d4591b36194fca069d8bc7ae8c1e2ee288080/src/utils.jl#L194 I'm developing kernels that work on pairs of `Vector{Float64}`, where the kernel essentially sums over all...

grero

Introduce DiffPt for the covariance function of derivatives

10

**Summary** This is a minimal implementation to enable the simulation of gradients (and higher order derivatives) of GPs (see also https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/issues/504) **Proposed changes** For a covariance kernel k of GP...

FelixBenning

Improve Performance of `reduce(hcat, ::ColVecs)` and `reduce(vcat, ::ColVecs)` by specialization

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**Summary** The idea is that ```julia reduce(hcat, ColVecs(X)) ``` should in principle be a no-op. **Proposed changes** Specialization of `reduce` on `typeof(hcat)` and `typeof(vcat)`. The drawback is more code. But...

FelixBenning

Adding `AbstractKernel`

1

This might be a controversial point, but I have a few times been surprised by the fact that `Kernel` is an abstract type. I would like to propose/ consider adding...

Crown421