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Use LinearTransform instead of LowRankTransform #106

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Merged
merged 5 commits into from
Apr 27, 2020

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devmotion
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Fixes #97.

In principle, the ARDTransform could be a special case of a LinearTransform with a diagonal matrix, but I guess we want to keep them separate? IMO we should keep at least the ScaleTransform since it could be applied in infinite-dimensional vector spaces as well whereas that's not the case for the LinearTransform and ARDTransform.

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@willtebbutt willtebbutt left a comment

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LGTM. Just style to fix.

I agree regarding the ARD stuff - removing it and making it a sub-type of LinearTransform would make a lot of sense. Could you open an issue about it to discuss?

@theogf theogf merged commit adf55bf into JuliaGaussianProcesses:master Apr 27, 2020
@devmotion devmotion deleted the lineartransform branch April 27, 2020 15:50
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LowRankTransform
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