JuliaGaussianProcesses / KernelFunctions.jl

Julia package for kernel functions for machine learning
https://juliagaussianprocesses.github.io/KernelFunctions.jl/stable/
MIT License
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Question on `ScaledKernel` #468

Open simsurace opened 2 years ago

simsurace commented 2 years ago

What is the advantage/use case of using a vector for the variance here? https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/blob/1831cc6d90276c906db99eaaa265920da68b5b1a/src/kernels/scaledkernel.jl#L14-L22 It seems to me that the allocations just hurt performance without any benefit. Shall we get rid of it?