Add tests for MahalanobisKernel

Author: sharanry

src/kernels/maha.jl

@@ -1,5 +1,5 @@
 """
-    MahalanobisKernel(P::AbstractMatrix, kappa::Function)
+    MahalanobisKernel(P::AbstractMatrix)
 
     Mahalanobis distance-based kernel given by
 ```math
@@ -8,11 +8,11 @@
 where the matrix P is the metric.
 
 """
-struct MahalanobisKernel{T<:Real,A<:AbstractMatrix{T}} <: BaseKernel
+struct MahalanobisKernel{T<:Real, A<:AbstractMatrix{T}} <: BaseKernel
     P::A
     function MahalanobisKernel(P::AbstractMatrix{T}) where {T<:Real}
         LinearAlgebra.checksquare(P)
-        new{T}(P)
+        new{T,AbstractMatrix{T}}(P)
     end
 end
 

test/test_kernels.jl

@@ -104,6 +104,13 @@ x = rand()*2; v1 = rand(3); v2 = rand(3); id = IdentityTransform()
             @test kappa(PolynomialKernel(d=1.0,c=c),x) ≈ kappa(LinearKernel(c=c),x)
         end
     end
+    @testset "Mahalanobis" begin
+        P = rand(3,3)
+        k = MahalanobisKernel(P)
+        @test kappa(k,x) == exp(-x)
+        @test k(v1,v2) ≈ exp(-sqmahalanobis(v1,v2, k.P))
+        @test kappa(ExponentialKernel(),x) == kappa(k,x)
+    end
     @testset "RationalQuadratic" begin
         @testset "RationalQuadraticKernel" begin
             α = 2.0