Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

add docs for interpretation of length scales in periodic kernel #3989

Merged
merged 4 commits into from
Jul 17, 2020
Merged

add docs for interpretation of length scales in periodic kernel #3989

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
7c9a3be
fix the expression of periodic kernel
tirthasheshpatel Jul 1, 2020
1b4491e
revert change and add doc
tirthasheshpatel Jul 7, 2020
155ef1e
FIXUP: add suggested doc string
tirthasheshpatel Jul 13, 2020
cec9755
FIXUP: revertchanges in .gitignore
tirthasheshpatel Jul 13, 2020
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions .gitignore
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -41,3 +41,4 @@ benchmarks/results/
pytestdebug.log
.dir-locals.el
.pycheckers

11 changes: 11 additions & 0 deletions pymc3/gp/cov.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -353,6 +353,17 @@ class Periodic(Stationary):

.. math::
k(x, x') = \mathrm{exp}\left( -\frac{\mathrm{sin}^2(\pi |x-x'| \frac{1}{T})}{2\ell^2} \right)

Notes
-----
Note that the scaling factor for this kernel is different compared to the more common
definition (see [1]_). Here, 0.5 is in the exponent instead of the more common value, 2.
Divide the length-scale by 2 when initializing the kernel to recover the standard definition.

References
----------
.. [1] David Duvenaud, "The Kernel Cookbook"
https://www.cs.toronto.edu/~duvenaud/cookbook/
"""

def __init__(self, input_dim, period, ls=None, ls_inv=None, active_dims=None):
Expand Down