Multioutput kernel + initial test

GPy/kern/__init__.py

@@ -42,3 +42,4 @@ from .src.sde_standard_periodic import sde_StdPeriodic
 from .src.sde_static import sde_White, sde_Bias
 from .src.sde_stationary import sde_RBF,sde_Exponential,sde_RatQuad
 from .src.sde_brownian import sde_Brownian
+from .src.multioutput_kern import MultioutputKern

GPy/kern/src/kern.py

@@ -206,6 +206,9 @@ class Kern(Parameterized):
         dtheta = self.psicomp.psiDerivativecomputations(self, dL_dpsi0, dL_dpsi1, dL_dpsi2, Z, variational_posterior)[0]
         self.gradient[:] = dtheta
 
+    def reset_gradients(self):
+        raise NotImplementedError
+
     def gradients_Z_expectations(self, dL_dpsi0, dL_dpsi1, dL_dpsi2, Z, variational_posterior,
                                 psi0=None, psi1=None, psi2=None):
         """

GPy/testing/kernel_tests.py

@@ -482,6 +482,13 @@ class KernelGradientTestsContinuous(unittest.TestCase):
         k = GPy.kern.StdPeriodic(self.D)
         k.randomize()
         self.assertTrue(check_kernel_gradient_functions(k, X=self.X, X2=self.X2, verbose=verbose))
+    
+    def test_MultioutputKern(self):
+        k1 = GPy.kern.RBF(self.D-1, ARD=True)
+        k1.randomize()
+        k2 = GPy.kern.RBF(self.D-1, ARD=True)
+        k2.randomize()
+        k = GPy.kern.MultioutputKern([k1,k2],)
 
     def test_Precomputed(self):
         Xall = np.concatenate([self.X, self.X2])