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@NicolasJeanGonel NicolasJeanGonel commented Jun 6, 2024

Note that in order to make this derivative work a dummy variable is used, "dd", and passed to the kernel while being 0 and not be used. This is because squar_sin_exp has 2 times more hyperparameter than the other kernels, so some code has to be bypassed.

Some tests with finite differences have been relaxed, in order to account for the possibility of having a finite difference of 0 and a real derivative that is a very small number (giving a relative error of infinity), see the formula of np.testing.assert_allclose for more details.

NicolasJeanGonel and others added 16 commits June 6, 2024 17:17
new definition of a problem for squar_sin_exp,
as the previous one was modeled by a constant line in one direction,
creating a division by zero in the computation of the relative error.
Also, a new computation for the error on the derivative of the variance
is introduced, in order to account for when value can be so close
to zero that the relative difference doesn't make much sense anymore.
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Thanks for this contribution. A minor cleanup and I merge.

@relf relf merged commit cb353e0 into SMTorg:master Jun 27, 2024
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2 participants