Add a changepoint kernel

jamesrobertlloyd / gp-structure-search

MIT License

229 stars 83 forks source link

Add a changepoint kernel #17

Open duvenaud opened 11 years ago

duvenaud commented 11 years ago

This would let us make a lot more interesting claims in the paper - we could claim to address nonstationarity. It would also make the decomposition algorithm more interesting than simply distributing terms.

duvenaud commented 11 years ago

Implemented but not numerically stable

jamesrobertlloyd commented 11 years ago

Any ideas why - or is it worth others testing?