Arccosine kernel #245
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Arccosine kernel #245
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henrymoss
commented
Apr 30, 2023
Signed-off-by: Thomas Pinder <tompinder@live.co.uk>
thomaspinder
approved these changes
Apr 30, 2023
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I have implemented the ArcCosine kernel for orders 0, 1 and 2. My implementation closely follows that of GPFlow, i.e. it includes some additional flexibility by specifying weight and bias variances.
I have added some extra tests, including one cool Monte carlo one.
Let me know if you can think of more tests?
I have yet to try it in a GP. Do we do this in the tests anywhere ? (i.e. try all our kernels in GPs)