SciML / Surrogates.jl

Surrogate modeling and optimization for scientific machine learning (SciML)
https://docs.sciml.ai/Surrogates/stable/
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Positive definite kernels; and their derivatives. #490

Open dynamic-queries opened 1 month ago

dynamic-queries commented 1 month ago

Based on previous discussion with @sathvikbhagavan , derivatives for positive definite kernels (Kriging, Squared exponential functions, etc. is of interest.)

Kernels in the package include:

  1. Radials
  2. Inverse distance
  3. Wenland
  4. Kriging

Not in the package

  1. Matern kernels
  2. Wavelet features
  3. Weighted random features (different from reservoir computing features)

Derivatives of order I, II, III and IV are required. Since kernels are explicitly known and symbolics is not part of the package yet, separate dispatch functions identified by a Differential operator struct for the following kernels will be built.

To do so, the following is necessary:

dynamic-queries commented 1 month ago

I will check this off, as I make PRs. :)