Skip to content

Add more square root kernels #884

Open
@gw265981

Description

@gw265981

What's the new feature?

The Kernel Thinning algorithm (https://arxiv.org/pdf/2105.05842) recommends using square root kernels. #867 added a square root kernel to SquaredExponentialKernel, but adding this to other implemented kernels can require a lot of effort.

What value does this add?

According the Kernel Thinning paper, using square root kernels in the KT-split stage is optimal theoretically. It is difficult to quantify how much this really matters in practice.

Is there an alternative you've considered?

No response

Additional context

No response

Metadata

Metadata

Assignees

No one assigned

    Labels

    enhancementNew feature or request

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions