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The Kernel Thinning algorithm (https://arxiv.org/pdf/2105.05842) recommends using square root kernels. #867 added a square root kernel to SquaredExponentialKernel, but adding this to other implemented kernels can require a lot of effort.
What value does this add?
According the Kernel Thinning paper, using square root kernels in the KT-split stage is optimal theoretically. It is difficult to quantify how much this really matters in practice.
Is there an alternative you've considered?
No response
Additional context
No response
The text was updated successfully, but these errors were encountered:
What's the new feature?
The Kernel Thinning algorithm (https://arxiv.org/pdf/2105.05842) recommends using square root kernels. #867 added a square root kernel to
SquaredExponentialKernel
, but adding this to other implemented kernels can require a lot of effort.What value does this add?
According the Kernel Thinning paper, using square root kernels in the KT-split stage is optimal theoretically. It is difficult to quantify how much this really matters in practice.
Is there an alternative you've considered?
No response
Additional context
No response
The text was updated successfully, but these errors were encountered: