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gp: fix off-diagonal kernel metric bug #131

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Merged
asher-m merged 1 commit into from
Oct 30, 2026
Merged

gp: fix off-diagonal kernel metric bug #131

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2 changes: 1 addition & 1 deletion UncertainSCI/gp/kernel.py
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Original file line number Diff line number Diff line change
Expand Up @@ -344,7 +344,7 @@ def __call__(
):
d = x.reshape((-1, 1, self.dim)) - y.reshape((1, -1, self.dim))
return jnp.exp(-1 * jnp.einsum(
'ijk,kk,ijk->ij', d, self.D(), d
'ijk,kl,ijl->ij', d, self.D(), d
)
)

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14 changes: 14 additions & 0 deletions tests/test_gp.py
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Expand Up @@ -13,6 +13,20 @@ class GaussianProcessTestCase(unittest.TestCase):
def setUp(self):
self.longMessage = True

def test_gaussian_kernel_uses_full_metric(self):
"""The Gaussian distance includes off-diagonal metric entries."""
k = gp.kernel.Gaussian(
dim=2,
cdim=1,
D=jnp.array([[2.0, 0.5], [0.5, 1.0]]),
D_is_static=True
)
x = jnp.array([[1.0, 1.0], [1.0, -1.0]])
y = jnp.array([[0.0, 0.0]])
expected = jnp.exp(-jnp.array([[4.0], [2.0]]))

self.assertTrue(jnp.allclose(k(x, y), expected))

def test_get_sample_point_optimizes_posterior_variance(self):
"""Test posterior-variance sampling over an interval."""
mu = gp.mean.Affine(
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