apunkt/GPy

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Neil Lawrence 06a103d61d Add LFM kernel implementation backlog items

- Add code review task for existing LFM implementations
- Add design task for modern LFM kernel architecture
- Add implementation task for core LFM kernel functionality
- Establish clear task dependencies and acceptance criteria
- Link to CIP-0001 and relevant papers

2025-08-15 08:24:01 +02:00

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Implement core LFM kernel functionality

Description

Implement the core LFM kernel class with basic functionality including kernel computation, parameter handling, and gradient computation.

Background

Design phase completed with modern LFM kernel architecture
Need to implement the core kernel computation methods
Should follow the mathematical foundations from the papers and MATLAB implementation

Implementation Tasks

Create GPy.kern.LFM class inheriting from appropriate base class
Implement parameter handling for mass, damper, spring, sensitivity, delay
Implement K() method for kernel matrix computation
Implement Kdiag() method for diagonal computation
Add parameter constraints and transformations
Implement basic gradient computation
Add support for different base kernels for latent functions

Core Methods to Implement

__init__() - Parameter initialization and validation
K(X, X2=None) - Kernel matrix computation
Kdiag(X) - Diagonal computation
update_gradients_full() - Gradient computation
update_gradients_diag() - Diagonal gradient computation
parameters_changed() - Parameter update handling

Acceptance Criteria

Core LFM kernel class implemented and functional
Basic kernel computation working correctly
Parameter handling and constraints implemented
Gradient computation implemented
Unit tests passing for core functionality
Integration with GPy's parameterization system

Implementation Notes

Follow the mathematical structure from the MATLAB implementation
Use GPy's parameterization system for constraints
Implement efficient computation methods
Ensure proper handling of edge cases and numerical stability
Add comprehensive docstrings and documentation

CIP: 0001 (LFM kernel implementation)
Backlog: design-modern-lfm-kernel
Papers: Álvarez et al. (2009, 2012)

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