KernelFunctions.jl

KernelFunctions.jl copied to clipboard

Missing examples in docs

3

The [examples in the docs](https://theogf.github.io/KernelFunctions.jl/dev/example/) is currently lacking, so it would be good to provide some examples. Currently we have to fill out the following - [ ] [Kernel Ridge...

IsakFalk

DotProduct "metric"

2

The `DotProduct` is currently implemented as a `PreMetric`. This is unreasonable since it satisfies neither of the defining properties of a `PreMetric`.

willtebbutt

Make ARDTransform a subtype of LinearTransform?

4

As discussed in https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/pull/106, the ARDTransform could be viewed as a special LinearTransform with a diagonal matrix. Do we still want to keep these separate types?

devmotion

Add missing kernels from GPML

8

GPML kernels: https://github.com/alshedivat/gpml/tree/master/cov

sharanry

Domain of kernel input

6

Just opening a separate thread following #14, #10 and #3, to talk about how to parametrize the kernels. The idea would be to parametrize the kernel as `Kernel{T,Transform}` where `T`...

theogf

Symmetry not used to compute self covariance matrix

1

Right now covariance function is computed on every matrix element instead of ~ half of it. This could be improved! cf: https://github.com/theogf/KernelFunctions.jl/blob/9e8dc488cb5f40529be086fcf32954d5471cdf21/src/kernelmatrix.jl#L53 https://github.com/theogf/KernelFunctions.jl/blob/9e8dc488cb5f40529be086fcf32954d5471cdf21/src/kernelmatrix.jl#L15

theogf

Create a series of benchmark : - [ ] Compare with `MLKernels.jl` - [ ] Track internal performance across commits

theogf

GPU Attempt 2

3

**Summary** Supercedes #470 . I messed up some of my gitconfig stuff and had commits with the wrong username etc. Easiest thing was to start again **Proposed changes** * ......

willtebbutt

Wct/linear spline

3

**Summary** Found this interesting kernel in the Probabilistic numerics textbook. **Proposed changes** Add the LinearSplineKernel * ... **What alternatives have you considered?** Doing more work to find a more general...

willtebbutt

What is the advantage/use case of using a vector for the variance here? https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/blob/1831cc6d90276c906db99eaaa265920da68b5b1a/src/kernels/scaledkernel.jl#L14-L22 It seems to me that the allocations just hurt performance without any benefit. Shall we get...

simsurace