JuliaGaussianProcesses / JuliaGaussianProcesses/KernelFunctions.jl

MaternKernel AD

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#450 4 comments 0 reactions 0 assignees View on GitHub

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Dominant language
Julia
Stars
275
Forks
41
PR merge metrics
No merged PRs in 30d

Description

https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/pull/425 makes it possible to AD through the MaternKernel by dropping the derivative w.r.t. \nu. We tried ensuring that it returns a NotImplemented, but Zygote doesn't appear to handle it properly, returning a nothing, rather than NotImplemented.

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading pull request 425 and the MaternKernel automatic-differentiation handling. Reproduce the Zygote behavior described in the issue and compare how NotImplemented and nothing are propagated. Done means the intended unsupported derivative behavior is handled correctly when differentiating through MaternKernel.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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