JuliaGaussianProcesses / JuliaGaussianProcesses/KernelFunctions.jl

Add `LazyKernelMatrix`

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

Description

In some cases we do not want to build the kernel matrix explicitely but simply want to evaluate its components when necessary (for example in K * v).

We should have a lazy API (or just rely on an existing one) that basically builds a LazyKernelMatrix containing references to the kernel and the data and implementing getindex(...) appropriately

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 reviewing the LazyKernelMatrix proposal and the existing kernel and data APIs in KernelFunctions.jl. Determine how getindex(...) should support evaluating components on demand, including the K * v example, and whether an existing lazy-matrix API can be reused. Done means an agreed lazy API is implemented with references to the kernel and data.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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