JaxGaussianProcesses / JaxKern

Kernel functions in JAX.
MIT License
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Now splitting key within init_params in combination kernels #41

Closed bodin-e closed 1 year ago

bodin-e commented 1 year ago

The key in init_params for combination kernels are currently reused within each internal kernel. As such, if one uses multiple of the same kernel within (e.g. to use a sum of kernels with multiple lengthscales), they will be initialised to be identical. This is problematic as the symmetry between them forces them to stay the same using gradient-based local optimization.

This splits the key so that each kernel will be initialised to its own state (if using random initialisation).