Stable version of KernelProduct and added test_type_stability

src/kernels/kernelproduct.jl

@@ -45,8 +45,11 @@ Base.length(k::KernelProduct) = length(k.kernels)
 
 (κ::KernelProduct)(x, y) = prod(k(x, y) for k in κ.kernels)
 
+_hadamard(f, ks::Tuple, x) = f(first(ks), x) .* _hadamard(f, Base.tail(ks), x)
+_hadamard(f, ks::Tuple{Tx}, x) where {Tx} = f(only(ks), x)
+
 function kernelmatrix(κ::KernelProduct, x::AbstractVector)
-    return reduce(hadamard, kernelmatrix(k, x) for k in κ.kernels)
+    return _hadamard(kernelmatrix, κ.kernels, x)
 end
 
 function kernelmatrix(κ::KernelProduct, x::AbstractVector, y::AbstractVector)

test/kernels/kernelproduct.jl

@@ -19,4 +19,8 @@
         KernelProduct(SqExponentialKernel(), LinearKernel(; c=c))
     end
     test_params(k1 * k2, (k1, k2))
+
+    nested_k = RBFKernel() * ((LinearKernel() + CosineKernel() * RBFKernel()) ∘ SelectTransform(1))
+    x = RowVecs(rand(10, 2))
+    @test (@inferred kernelmatrix(nested_k, x)) isa Matrix{Float64}
 end