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Corrected Standard Periodic Kernel #757

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Corrected Standard Periodic Kernel #757

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monabf
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@monabf monabf commented May 16, 2019

According to sources such as http://www.cs.toronto.edu/~duvenaud/cookbook/index.html or the work cited in this code, the exponential in this kernel should contain a 2 and not a 1/2.

Mona Buisson-Fenet and others added 5 commits May 16, 2019 16:07
…xponential should contain a 2 and not a 1/2
Some corrections including adapting to current version of pdinv, correcting the expressions of constant, pdf and its gradient, and adding the printing function. After some tests, seems to run as expected, similarly to the Gaussian prior which was already working.
Simple unit test for creating a kernel with Multivariate Gaussian prior over the lengthscales, then performing GP regression.
…s, the exponential should contain a 2 and not a 1/2"

This reverts commit 15246e3.
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Codecov Report

Merging #757 into devel will increase coverage by 0.08%.
The diff coverage is 66.66%.

@@            Coverage Diff             @@
##            devel     #757      +/-   ##
==========================================
+ Coverage   54.24%   54.32%   +0.08%     
==========================================
  Files         210      210              
  Lines       21347    21352       +5     
  Branches     2883     2884       +1     
==========================================
+ Hits        11579    11600      +21     
+ Misses       9231     9214      -17     
- Partials      537      538       +1

@ekalosak
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@lawrennd need your eyes on this one

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Closing due to no activity & merge conflicts

@ekalosak ekalosak closed this May 18, 2024
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3 participants