JuliaGaussianProcesses / JuliaGaussianProcesses/KernelFunctions.jl

Sum of independent kernels

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

Description

Following this discourse discussion. Currently, there is no building block to sum independent Kernels, analog to KernelTensorProduct but with addition instead of multiplication:

For inputs $x = (x_1,\dots,x_n)$ and $x' = (x_1',\dots,x_n')$, the independent sum of kernels $k_1, \dots, k_n$:

$$ k(x, x'; k_1, \dots k_n) = \sum_{i=1}^n k_i(x_i, x_i') $$

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Research direction

Start with the existing KernelTensorProduct building block and review the linked Discourse discussion for the intended behavior of independent kernel sums. Define the corresponding sum-of-kernels abstraction for inputs split into independent components, and verify that it computes the stated sum of k_i(x_i, x_i').

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
45/100

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