Extend lengthscale tip #476
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docs/src/userguide.md
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| Per-dimension lengthscales for automatic relevance determination work in a similar manner: | ||
| ```julia | ||
| inverse_length_scales = [1.0, 2.0] | ||
| k = SqExponentialKernel() ∘ ARDTransform(inverse_length_scales) | ||
| k = compose(SqExponentialKernel(), ARDTransform(inverse_length_scales)) | ||
| ``` |
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I thought commonly one would just use with_lengthscale? ARD is actually mentioned two lines above 🙂
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Huh. I hadn't realised that is a thing! Maybe I should just add an example with a vector of lengthscales to the tip then, rather than extending substantially? And maybe change the title to "How do I set the lengthscale(s)?"?
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I think these are good suggestions.
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Have tweaked -- let me know if you think it works.
Codecov ReportBase: 40.97% // Head: 47.94% // Increases project coverage by
Additional details and impacted files@@ Coverage Diff @@
## master #476 +/- ##
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+ Coverage 40.97% 47.94% +6.97%
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Files 52 52
Lines 1340 1341 +1
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+ Hits 549 643 +94
+ Misses 791 698 -93
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Summary
It was unclear to a Stheno.jl user how to do ARD stuff -- see this issue. This PR extends our lengthscale tip to multiple dimensions.
Proposed changes
Extend lengthscale tip to cover ARD and factor analysis cases.
What alternatives have you considered?
I considered adding something in Stheno, but I didn't want to dilute the docs.
I also considered not adding the factor analyis example, since it is so closely-related to the ARD example, it felt important to include.
Breaking changes
None