Random Fourier Feature Kernel Approximation - Githubissues

JaxGaussianProcesses / JaxKern

Kernel functions in JAX.

MIT License

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Random Fourier Feature Kernel Approximation #40

Closed thomaspinder closed 1 year ago

thomaspinder commented 1 year ago

This PR introduces a Random Fourier Feature approximation for the RBF and Matérn kernels.

Pull request type

[ ] Bugfix
[X] Feature
[ ] Code style update (formatting, renaming)
[ ] Refactoring (no functional changes, no api changes)
[ ] Build related changes
[ ] Documentation content changes
[ ] Other (please describe):

What is the current behavior?

There are currently no implemented kernel approximations in JaxKern.

Issue Number: JaxGaussianProcesses/JaxKern#39

Other information

No example notebooks provided as we're moving towards a centralised set of docs.

thomaspinder commented 1 year ago

All PR comments have now been actioned @henrymoss