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Julia package for kernel functions for machine learning

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Hi. I noticed that the PeriodicKernel is failling AD tests and I would like to implement the Mauna Loa GPR example. I tried looking for discussion regarding this issue in...

This PR follows the suggestion [in this comment](https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/issues/389#issuecomment-961956874 ) As it is `with_period` only works with scalars, which contrasts with `with_lengthscale` that uses `ARDTransform` to deal with vector inputs. Any...

**Summary** This closes #358 which proposes making a `MOInputsHeterotopic` type and some supporting infrastructure. It is meant for multi-ouput GPs where not all data is observed at every output.

do not merge
pending clear need

This PR adds the inverse multiquadric kernel ```math k(x, x'; alpha, c) = (c + d(x, x')^2)^(- alpha) ``` with parameters `alpha, c > 0`. In recent years, in particular...

It's late and I haven't thought much about it - but maybe we could unify the different kernel matrix functions by using ```julia # maybe the default dispatch should depend...

Related to #386, I would like to open the discussion for evaluating the performance of basic functions. Here are some facts/ideas. ## Existing tools - [PkgBenchmark.jl](https://github.com/JuliaCI/PkgBenchmark.jl): A nice tool to...

We are relying a lot on `Distances.jl` however, as noted in #98, not all our `pairwise` operations are proper metrics. The PR #194 is stalling because defining everything again for...

Right now kernels like `LinearKernel` have two problems: they can only take `Real` arguments (no way to pass `kernel.c`) as an argument and also they do not allow for different...

**Summary** Following up from #354 , this pull request contains the `matrixkernel` convenience function, some additional tests, a small fix, and performance improvements that came up along the way. **Proposed...

This might be a bug of Julia but here goes: This does not work ```julia X = ColVecs(rand(3, 20)) Z = collect.(X) kernelmatrix(SqExponentialKernel(), [X[1]], Z) push!(Z, X[1]) ERROR: cannot resize...

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