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Smt with combination of kernels #653

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merged 12 commits into from
Sep 26, 2024
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NicolasJeanGonel
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@NicolasJeanGonel NicolasJeanGonel commented Sep 19, 2024

Added ways to combine kernels to create more complex kernels. For now only addition and multiplication are possible. Several important points should be noted :

  • As they are, Pow_Exp kernels are not usable in a combination as they lack the computation of the power for the distance and should be rewritten to include them.
  • In order to normalize the resulting kernels in the case of addition, a dummy kernel is multiplied to the resulting kernel which can be a bit heavy and confusing for the user.
  • Chained derivatives for the addition and multiplication are theoretically working but based on personnal tests felt very slow and inefficient, with disappointing results. Either there is a better way to compute them, or it is preferable to stay with gradient-free optimizer with a combined kernel.
  • It seems that these complex kernels can cause more local minimums, making it so that the order of addition and multiplication can create different results ; this issue is still investigated.

@NicolasJeanGonel NicolasJeanGonel changed the title Smtwcompkernel Smt with combination of kernels Sep 20, 2024
@relf relf merged commit 0e8a348 into SMTorg:master Sep 26, 2024
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3 participants