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Bugfix powered_exponential.py #279

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merged 4 commits into from
May 30, 2023

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ingmarschuster
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Type of changes

  • Bug fix
  • New feature
  • Documentation / docstrings
  • Tests
  • Other

Checklist

  • I've formatted the new code by running poetry run pre-commit run --all-files --show-diff-on-failure before committing.
  • I've added tests for new code.
  • I've added docstrings for the new code.

Description

Based on the equivalence of this kernel with symmetric generalized gaussian densities (up to a difference in the power parametrization) and according to https://en.wikipedia.org/wiki/Generalized_normal_distribution#Connection_to_Positive-Definite_Functions the power parameter has to be in the interval (0, 1] for the kernel to be positive semidefinite. Adding a Sigmoid constraint to enforce that.

Issue Number: N/A

Based on the equivalence of this kernel with symmetric generalized gaussian densities (up to a difference in the power parametrization) and according to
https://en.wikipedia.org/wiki/Generalized_normal_distribution#Connection_to_Positive-Definite_Functions
the power parameter has to be in the interval (0, 1] for the kernel to be positive semidefinite. Adding a Sigmoid constraint to enforce that.

Signed-off-by: Ingmar Schuster <ingmar.schuster@gmail.com>
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Test case had to be adapted

Signed-off-by: Ingmar Schuster <ingmar.schuster@gmail.com>
Signed-off-by: Thomas Pinder <tompinder@live.co.uk>
@thomaspinder thomaspinder merged commit 558e797 into JaxGaussianProcesses:main May 30, 2023
@ingmarschuster ingmarschuster deleted the patch-1 branch June 2, 2023 09:26
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2 participants