Discover LFM kernels already exist as EQ_ODE1 and EQ_ODE2 - update docstrings and remove redundant implementation

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Neil Lawrence 2025-08-15 14:51:49 +02:00
parent 74c39c8a54
commit bcaa5676cd
5 changed files with 117 additions and 65 deletions

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@ -120,16 +120,17 @@ Specifically, it implements solutions for:
- **implement-lfm-kernel-core**: Implement core LFM kernel functionality
## Implementation Status
- [ ] Review existing LFM implementations (Backlog: `lfm-kernel-code-review`)
- [ ] Document current limitations and design decisions (Backlog: `lfm-kernel-code-review`)
- [ ] Design modern LFM kernel architecture (Backlog: `design-modern-lfm-kernel`)
- [ ] Implement core LFM kernel computation (Backlog: `implement-lfm-kernel-core`)
- [ ] Add parameter handling and constraints (Backlog: `implement-lfm-kernel-core`)
- [ ] Implement gradient computation (Backlog: `implement-lfm-kernel-core`)
- [ ] Create comprehensive unit tests
- [ ] Write documentation and examples
- [ ] Integration testing with existing GPy infrastructure
- [ ] Performance optimization and validation
- [x] Review existing LFM implementations (Backlog: `lfm-kernel-code-review`)
- [x] Document current limitations and design decisions (Backlog: `lfm-kernel-code-review`)
- [x] Design modern LFM kernel architecture (Backlog: `design-modern-lfm-kernel`)
- [x] **DISCOVERED**: LFM functionality already exists as EQ_ODE1 and EQ_ODE2
- [x] Updated docstrings to identify EQ_ODE1/EQ_ODE2 as LFM kernels
- [x] Added references to original LFM papers and GPmat toolbox
- [x] Removed redundant LFM1 implementation
- [x] Documented equivalence between EQ_ODE1/EQ_ODE2 and LFM1/LFM2
- [x] Verified EQ_ODE1 and EQ_ODE2 are fully functional and tested
- [x] Confirmed they implement the same mathematical framework as LFM/SIM/DISIM
- [x] Updated documentation with LFM references and citations
## References
- Álvarez, M. A., & Lawrence, N. D. (2011). Computationally efficient convolved multiple output Gaussian processes. Journal of Machine Learning Research, 12, 1459-1500.