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Outstanding Features

• Kernels

  • Automatic Relevance Determination (ARD) kernels: scale ||x-y|| or dot(x,y) with a weights array
    • Derivatives w.r.t. the weights (parameter array)
  • Expand derivatives to the other kernels
  • Composites of composite kernels
    • Derivatives w.r.t. parameters of subkernels
  • Add Periodic kernel: exp(-2sin(π*(x-y)/k.p)^2 / k.ell^2)

• Methods

  • Efficient computation of weighted squared norms/scalar products
  • Efficient computation of kernel derivatives
  • Efficient computation of weighted gramians
  • Kernel matrix approximation (this should be last and it's not a hurry)

Optimisation Strategies

• Will add some here