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Implement a greedy version of Kernel Inducing Points #686

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merged 14 commits into from
Jul 30, 2024
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@db091756 db091756 commented Jul 3, 2024

PR Type

  • Feature
  • Tests

Description

Adds coresubset algorithm implementing a greedy version of the KIP algorithm from https://arxiv.org/pdf/2011.00050.
Refactors inverse.py to be least_squares.py to be more generally useful.

How Has This Been Tested?

Adds corresponding unit tests.

Does this PR introduce a breaking change?

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Checklist before requesting a review

  • I have made sure that my PR is not a duplicate.
  • My code follows the style guidelines of this project.
  • I have commented my code, particularly in hard-to-understand areas.
  • I have performed a self-review of my code.
  • I have made corresponding changes to the documentation.
  • My changes generate no new warnings.
  • I have added tests that prove my fix is effective or that my feature works.
  • New and existing unit tests pass locally with my changes.
  • Any dependent changes have been merged and published in downstream modules.

@db091756 db091756 linked an issue Jul 3, 2024 that may be closed by this pull request
@db091756 db091756 marked this pull request as ready for review July 16, 2024 13:25
@db091756 db091756 changed the base branch from main to array-dimension July 24, 2024 15:24
@db091756 db091756 changed the base branch from array-dimension to main July 24, 2024 15:24
@rg936672 rg936672 self-requested a review July 25, 2024 12:40
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@db091756 db091756 requested a review from rg936672 July 26, 2024 09:02
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Looks good, just a couple of other minor documentation fixes. There's also the matter of whether to pass the intermediate state as a parameter, or whether to keep it internal - I currently think it should be a private member of GreedyKernelInducingPoints, but I'm open to have my mind changed if there's something I've overlooked!

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@db091756 db091756 requested a review from rg936672 July 29, 2024 16:10
@db091756 db091756 merged commit 45a4aee into main Jul 30, 2024
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@db091756 db091756 deleted the feature/kip branch July 30, 2024 12:28
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Add a greedy version of Kernel Inducing Points.
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