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
| File | Mode | Size |
|---|---|---|
| conditionals | ||
| config | ||
| covariances | ||
| expectations | ||
| inducing_variables | ||
| kernels | ||
| likelihoods | ||
| models | ||
| optimizers | ||
| utilities | ||
| __init__.py | -rw-r--r-- | 1.1 KB |
| base.py | -rw-r--r-- | 10.5 KB |
| ci_utils.py | -rw-r--r-- | 1.3 KB |
| kullback_leiblers.py | -rw-r--r-- | 5.8 KB |
| logdensities.py | -rw-r--r-- | 3.3 KB |
| mean_functions.py | -rw-r--r-- | 5.8 KB |
| monitor.py | -rw-r--r-- | 12.2 KB |
| probability_distributions.py | -rw-r--r-- | 1.7 KB |
| py.typed | -rw-r--r-- | 27 bytes |
| quadrature.py | -rw-r--r-- | 7.7 KB |
| versions.py | -rw-r--r-- | 177 bytes |
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