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feat: Abstract class and constructor for basis function kernels.

Open daniel-dodd opened this issue 3 years ago • 0 comments

Feature Request

  • Define abstract class for basis function kernels.

  • Allow users to construct such kernels through specifying combinations of basis functions $-$ how the maths is written.

  • The random Fourier feature (RFF) approximation should be subclass of this abstraction.

  • If the number of basis functions $m$ is less than the number of datapoints $n$, allow for a mechanism for $O(nm^2)$ time inference (instead of the naive $O(n^3)$ when ignoring the row-rank structure) via the Woodbury identity.

daniel-dodd avatar Jul 04 '22 13:07 daniel-dodd