Feat/more kernels v2 electric boogaloo

[db091756]

PR Type

• Feature
• Tests

Description

Add Poisson kernel *see Table 3.1 (https://arxiv.org/pdf/1605.09522)). Add Matérn kernel (see https://en.wikipedia.org/wiki/Mat%C3%A9rn_covariance_function), with no explicit gradients.

How Has This Been Tested?

Added unit tests.

Does this PR introduce a breaking change?

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Screenshots

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Checklist before requesting a review

• I have made sure that my PR is not a duplicate.
• My code follows the style guidelines of this project.
• I have commented my code, particularly in hard-to-understand areas.
• I have performed a self-review of my code.
• I have made corresponding changes to the documentation.
• My changes generate no new warnings.
• I have added tests that prove my fix is effective or that my feature works.
• New and existing unit tests pass locally with my changes.
• Any dependent changes have been merged and published in downstream modules.

[pc532627]

A few minor change requests.

[github-actions]

Performance review

Statistically significant changes

• basic_herding:
  • OLD: compilation 0.4293 units ± 0.04071 units; execution 2.622 units ± 0.03397 units
  • NEW: compilation 0.3712 units ± 0.04129 units; execution 2.685 units ± 0.04446 units
  • Significant decrease in compilation time (-13.53%, p=0.005312)

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Normalisation values for new data:
Compilation: 1 unit = 521.1 ms
Execution: 1 unit = 685.35 ms

[github-actions]

Performance review

Statistically significant changes

• basic_herding:
  • OLD: compilation 0.5149 units ± 0.04038 units; execution 2.586 units ± 0.02194 units
  • NEW: compilation 0.4194 units ± 0.0225 units; execution 2.571 units ± 0.01817 units
  • Significant decrease in compilation time (-18.56%, p=1.275e-05)

---

Normalisation values for new data:
Compilation: 1 unit = 533.71 ms
Execution: 1 unit = 683.07 ms