Closed EvoArt closed 2 years ago
Hmmm no, I'm afraid not. It's worth noting that the points don't have to be in Euclidean space though. If you wanted to work with a pre-computed kernel matrix, I think I would just suggest implementing a new Kernel
which contains the pre-computed kernel matrix, and then indexing into it via inputs. Something like
k = MyKernel(kernel_matrix)
f = GP(k)
x = 1:10
f(x)
and implementing KernelFunctions.kernelmatrix
etc such that this works properly.
Thank you! I'll give that a go.
Sorry if I've missed something obvious. Is there a way to supply a distance matrix to Stheno instead of a vector or array of points in Euclidean space?