feat: General Matern Kernels
Opened this issue · 3 comments
Feature Request
Describe the Feature Request
Hello! I understand the overall computation would not be cost-efficient, but I was wondering if there are any plans to expand the functionality to include general values of ν beyond the current options of 1/2, 3/2, and 5/2: 5, 10.5, 20, etc.
Describe Preferred Solution
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Related Code
Additional Context
If the feature request is approved, would you be willing to submit a PR?
Yes
Happy to support this! However, this requires a modified Bessel function of the second kind and its differentiation rule in JAX.
Sounds great :D
Will work on them as soon as I finish implementing in torch
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