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Add more square root kernels #884

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gw265981 opened this issue Dec 4, 2024 · 1 comment
Open

Add more square root kernels #884

gw265981 opened this issue Dec 4, 2024 · 1 comment
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enhancement New feature or request

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@gw265981
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gw265981 commented Dec 4, 2024

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

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@gw265981 gw265981 added enhancement New feature or request new Something yet to be discussed by development team labels Dec 4, 2024
@tp832944 tp832944 removed the new Something yet to be discussed by development team label Jan 6, 2025
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tp832944 commented Jan 6, 2025

This should be subdivided into one ticket per kernel to add.

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