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Fix bug with PeriodicKernel.diag() #1919

Merged
merged 4 commits into from
Apr 10, 2022
Merged

Fix bug with PeriodicKernel.diag() #1919

merged 4 commits into from
Apr 10, 2022

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gpleiss
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@gpleiss gpleiss commented Feb 17, 2022

  • Refactor PerodicKernel + docs
  • Improve tests

[Fixes #1915]
[Fixes #1926]

@gpleiss gpleiss added the bug label Feb 17, 2022
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@Balandat Balandat left a comment

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Overall looks good but for the inline question

gpytorch/kernels/periodic_kernel.py Show resolved Hide resolved
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gpleiss commented Mar 7, 2022

@Balandat I'm going to use this PR to also address #1926 . I'll let you know when its ready for another look.

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gpleiss commented Mar 7, 2022

I'm wondering if we should also fix #1020 while we're at it - the lengthscale parameter is inconsistent with our other kernels (i.e. we should be squaring the lengthscale parameter). This would be a breaking change though... thoughts?

Of course, we should save this for a different PR.

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gpleiss commented Mar 7, 2022

@Balandat ready for a second review / merge.

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I have never really participated in PRs, so let me know if my comment is useful or not.

I tried the PR on my code and it fixed the bug I described in pytorch/botorch#1112.
I am also making my own periodic kernel, and I reused part of this code. In this case, the PR successfully removed the diag bug again.

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@gpleiss this lgtm.

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