JaxGaussianProcesses / JaxKern

Kernel functions in JAX.
MIT License
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dev: Improve computation backend for sum and product kernels. #38

Open daniel-dodd opened 1 year ago

daniel-dodd commented 1 year ago

Sum and product kernels assume the gram matrix is dense.

Propose to exploit the additive gram structure for sum kernels, the Hadamard product structure for product kernels.

The first is easy to implement. The latter might require ensuring the __mul__ method is defined for all linear operators over in JaxLinOp (if not implemented already).