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Why is there no ARD lengthscale option for the periodic kernel? #2018

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pok99 opened this issue May 25, 2022 · 1 comment
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Why is there no ARD lengthscale option for the periodic kernel? #2018

pok99 opened this issue May 25, 2022 · 1 comment

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@pok99
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pok99 commented May 25, 2022

Hi
Why is there no ARD lengthscale option for the periodic kernel?
Is there a theoretical reason for this?

I'm dealing with a pretty high dimensional dataset (81 features) and I'm in the process of model selection and wanted to fit a periodic with multiple lengthscales.

Is there a manual way to do this?
@gpleiss
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gpleiss commented May 26, 2022 •
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It does have an ARD option. See #1919.

This feature is currently only available on the the master branch, but it will be included in the next release.

@gpleiss gpleiss closed this as completed May 26, 2022
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@gpleiss @pok99