https://github.com/GPflow/GPflow
Revision 8d0128c406b215d48fa7cb2c412af50735ad97a3 authored by ilia-kats on 26 March 2020, 21:02:24 UTC, committed by GitHub on 26 March 2020, 21:02:24 UTC
The previous version operating on Euclidean distance was returning indefinite covariance matrices on multivariate data. This version, derived from eq. 4.7 of Wilson (2014), is always positive semidefinite. Closes #1328. This PR also changes the definition of the cosine kernel slightly, from sigma * cos(|x - x'| / l) to sigma * cos(2 * pi * (x - x') / l). This makes the lengthscale parameter directly interpretable as period length. It introduces new IsotropicStationary and AnisotropicStationary base classes.
1 parent c442e87
Tip revision: 8d0128c406b215d48fa7cb2c412af50735ad97a3 authored by ilia-kats on 26 March 2020, 21:02:24 UTC
fix Cosine kernel for multivariate inputs (#1357)
fix Cosine kernel for multivariate inputs (#1357)
Tip revision: 8d0128c
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.coveragerc | -rw-r--r-- | 283 bytes |
.coveralls.yml | -rw-r--r-- | 23 bytes |
.gitignore | -rw-r--r-- | 828 bytes |
.pylintrc | -rw-r--r-- | 14.6 KB |
GLOSSARY.md | -rw-r--r-- | 1.4 KB |
LICENSE | -rw-r--r-- | 11.1 KB |
MANIFEST.in | -rw-r--r-- | 182 bytes |
Makefile | -rw-r--r-- | 682 bytes |
README.md | -rw-r--r-- | 9.9 KB |
RELEASE.md | -rw-r--r-- | 6.9 KB |
VERSION | -rw-r--r-- | 9 bytes |
codecov.yml | -rw-r--r-- | 274 bytes |
contributing.md | -rw-r--r-- | 7.3 KB |
notebooks | l--------- | 21 bytes |
setup.py | -rw-r--r-- | 3.2 KB |
tests_requirements.txt | -rw-r--r-- | 232 bytes |
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