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sign fix for gradient blocks #2598

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merged 3 commits into from
Jan 28, 2025

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m-julian
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The sign of the first and second gradient blocks for the Matern52KernelGrad kernel was wrong. This PR should fix issue #2563. I've also updates the tests.

@gpleiss
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gpleiss commented Oct 18, 2024

@m-julian thanks for the PR!

Would you be able to add a derivation of the gradient in the docstring of the kernel?

@m-julian
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@gpleiss I've added the equations for the gradient and Hessian blocks. I've also linked to the initial PR in the docstring that contains a pdf file with the full derivations. That pdf should be correct, I just messed up the signs in the initial implementation. I've also added the Matern52KernelGrad to the kernels.rst file, so it shows up in the documentation.

@gpleiss gpleiss enabled auto-merge (squash) January 28, 2025 17:12
@gpleiss gpleiss merged commit 42f4a17 into cornellius-gp:main Jan 28, 2025
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2 participants