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Custom kernel priors #219
Custom kernel priors #219
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first round of quick comments
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Hi @AVHopp, here my current feedback. Thanks for drafting 👍🏼
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@AVHopp: I think the PR is now ready. Could you do a quick rebase to squash all the little fixup commits and then we can merge (unless @Scienfitz has more comments, of course) 🚀
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This PR introduces custom priors for kernels. It provides an ABC
Prior
as well as aGammaPrior
class and corresponding tests.Note that this PR does not yet introduce custom
ScaleKernels
and only adjusts the priors at the point where they are used for our customMaternKernels
. At other parts of the code, we technically still use the originalGPyTorch
priors, which is a bit hidden by the.to_gyptorch()
call. This will all be fixed in upcoming PRs.Further note that the kernel serialization currently fails. @AdrianSosic and I already briefly investigated the error and did not manage to track it down, and agreed to investigate this issue once the code is pushed (which is the case now)