first go at extending the GibbsKernel to work with other base kernels#406
first go at extending the GibbsKernel to work with other base kernels#406Cyberface wants to merge 1 commit intoJuliaGaussianProcesses:masterfrom
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We can't pass additional arguments to More generally, I wonder though if this generalization is mathematically. IIRC we had a discussion in the GibbsKernel PR in whixh @theogf and/or @willtebbutt were worried that allowing eg different metrics would already be problematic. I wasn't sure and didn't spend more thought on it but if this would be the case, wouldn't it be even more problematic to allow general kernels (which also allow you to pass a Gaussian kernel wirh a different metric)? |
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As discussed in reference [4] of #372 and Paciorek's PhD thesis, I believe "stationary" is sufficient criterion (i.e. kernels that are implemented by a |
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Summary
@st-- in issue #372 suggested modifying the GibbsKernel to take as an argument a base kernel function.
This is a first cut at trying to implement this to get the conversation going. I'm sure I haven't implemented it correctly and I have changed any docstrings yet.
Proposed changes
base_kernelwhich is by default theSqExponentialKernel.What alternatives have you considered?
Breaking changes