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FeatureRequest: Adding Constant and WhiteNoise kernel in tfp.math.psd_kernels #852
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Yea, would be nice to have at least a WhiteNoise-kernel but even better would be to have a kernel where one can choose the distribution e.g. uniform or beta-distribution! |
For the constant kernel, could you use the |
Oh yes! I didn't think of that. Don't you think that there would be a lot
of redundant calculations for larger datasets? Maybe adding a special case in linear kernel would be better.
What do you think?
…On Thu, May 7, 2020, 2:24 AM leroidauphin ***@***.***> wrote:
For the constant kernel, could you use the Linear kernel with the
slope_variance set to zero? That would give you this kernel:
k(x, y) = bias_variance**2
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There will be additional calculations, yes. It looks like the minimum would be to compute the dot product between the |
Regarding the white noise kernel, I wonder whether it is possible at all to implement it with the existing interface. The definition of the while noise kernel is |
Constant
andWhiteNoise
kernels haven't been implemented yet in thetfp.math.psd_kernels
submodule. I am not sure if there is a way around to get these psd_kernels using currently implemented psd_kernels. But it would be really nice to see them implemented in tfp.The text was updated successfully, but these errors were encountered: