Add Random Fourier Features #146
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
I think there was already an effort here? https://github.com/JuliaGaussianProcesses/RandomFourierFeatures.jl ? I did not check how it compares with your PR |
|
Additionally @Crown421 had started https://github.com/JuliaGaussianProcesses/KernelSpectralDensities.jl as a complement to KernelFunctions.jl but I don't even see a dev branch :( |
|
There are currently 2-3 efforts to implement fourier features (the package linked above, and two other PRs in the JuliaGP repos), and it is not super clear how to align on a good common interface. Unfortunately I have not been able to make progress in a while due to health issues. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Might it be possible to add the random Fourier features approximation? Here's a draft pull request.