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probabilistic-numerics / probnum

Probabilistic Numerics in Python.
http://probnum.org
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Efficient implementation of arbitrary half-integer Matérn Kernels #771

Closed marvinpfoertner closed 1 year ago

marvinpfoertner commented 1 year ago

In a Nutshell

This PR updates the implementation of the Matérn kernel to efficiently support half-integer Matérn kernels of arbitrary order. It also enables the use of per-dimension lengthscales for the Matern and ExpQuad kernels.

Detailed Description

Related Issues

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codecov[bot] commented 1 year ago

Codecov Report

Merging #771 (357d240) into main (eea190d) will increase coverage by 0.01%. The diff coverage is 93.40%.

Impacted file tree graph

@@            Coverage Diff             @@
##             main     #771      +/-   ##
==========================================
+ Coverage   90.97%   90.98%   +0.01%     
==========================================
  Files         210      210              
  Lines        7741     7795      +54     
  Branches      989      991       +2     
==========================================
+ Hits         7042     7092      +50     
- Misses        477      480       +3     
- Partials      222      223       +1
Impacted Files Coverage Δ
src/probnum/randprocs/kernels/_product_matern.py 100.00% <ø> (ø)
...bnum/randprocs/kernels/_exponentiated_quadratic.py 89.28% <84.21%> (-10.72%) :arrow_down:
src/probnum/randprocs/kernels/_matern.py 95.58% <95.08%> (+1.47%) :arrow_up:
src/probnum/randprocs/kernels/_kernel.py 92.07% <100.00%> (+0.41%) :arrow_up: