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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Review existing LFM kernel implementations

Description

Conduct a comprehensive review of existing LFM (Latent Force Model) kernel implementations in both GPy and MATLAB to understand the current state, design decisions, and limitations.

Background

GPy has existing ODE-based kernels (EQ_ODE1, EQ_ODE2) that implement LFM concepts
MATLAB implementation in GPmat provides a more complete LFM framework
Need to understand differences and identify modernization opportunities

Tasks

Review GPy/kern/src/eq_ode1.py and eq_ode2.py implementations
Analyze MATLAB LFM implementation structure and patterns
Document current limitations and inconsistencies
Identify reusable components and design patterns
Compare parameter handling approaches
Review cross-kernel computation methods
Document mathematical foundations and implementation details

Acceptance Criteria

Complete documentation of existing implementations
Clear understanding of design differences between GPy and MATLAB versions
Identified list of modernization opportunities
Documentation of mathematical foundations
Assessment of current limitations and bugs

Implementation Notes

Focus on understanding the mathematical foundations from the papers
Pay attention to parameter tying and multi-output handling
Document the differential equation structure and kernel computation
Identify opportunities for using GPy's modern multioutput kernel approach

CIP: 0001 (LFM kernel implementation)
Papers: Álvarez et al. (2009, 2012), Lawrence et al. (2006)

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