Kernel with dynamical number of parameters

[aaronkl]

Hi, I would like to implement a new kernel as described here. In a nutshell, given an integer N, this kernel maintains the Cholesky of an NxN dimensional matrix, where the entries of the Cholesky are pre-defined Hyperparameters. I was wondering what would be the way to implement this? Ideally, this kernel gets N as input and generates an M (number of dimensions of the Cholesky) dimensional parameter vector.

[judyweiying]

@dfm Could you kindly given some hints how to implement a new kernel with multiple parameters, and the number of parameters is specified by users? Thank you so much for your help!