Add GaborKernel

Author: sharanry

src/KernelFunctions.jl

@@ -44,7 +44,7 @@ include("distances/dotproduct.jl")
 include("distances/delta.jl")
 include("transform/transform.jl")
 
-for k in ["exponential","matern","polynomial","constant","rationalquad","exponentiated"]
+for k in ["exponential","matern","polynomial","constant","rationalquad","exponentiated","gabor"]
     include(joinpath("kernels",k*".jl"))
 end
 include("kernels/transformedkernel.jl")

src/kernels/gabor.jl

@@ -0,0 +1,20 @@
+"""
+    GaborKernel(; ell::Real=1.0, p::Real=1.0)
+
+Gabor kernel with length scale ell and period p. Given by
+```
+    κ(x,y) =  h(x-z), h(t) = exp(-sum(t.^2./(2*ell.^2)))*cos(2*pi*sum(t./p))
+```
+
+"""
+struct GaborKernel{T<:Real} <: BaseKernel
+    ell::T
+    p::T
+    function GaborKernel(;ell::T=1.0, p::T=1.0) where {T<:Real}
+        new{T}(ell, p)
+    end
+end
+
+kappa(κ::GaborKernel, d::T) where {T<:Real} = exp(-sum(d.^2 ./(2*κ.ell.^2)))*cospi(2*sum(d)./ κ.p)
+
+metric(::GaborKernel) = Euclidean()