Kernel with dynamical number of parameters
aaronkl opened this issue · comments
Aaron Klein commented
Hi,
I would like to implement a new kernel as described here. In a nutshell, given an integer N, this kernel maintains the Cholesky of an NxN dimensional matrix, where the entries of the Cholesky are pre-defined Hyperparameters. I was wondering what would be the way to implement this? Ideally, this kernel gets N as input and generates an M (number of dimensions of the Cholesky) dimensional parameter vector.