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The L1Distance is often numerically unstable #122

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dfm opened this issue Oct 28, 2022 · 0 comments

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dfm commented Oct 28, 2022

Is this a bug? Should we change the default distance for the Matern kernels?

For example, the following:

import numpy as np
from tinygp import GaussianProcess, kernels

random = np.random.default_rng(48392)
X = random.uniform(-1, 1, (100, 2))
kernel = kernels.Matern32()
print(GaussianProcess(kernel, X, diag=0.01).solver.normalization())

returns NaN, but replacing the kernel with:

kernel = kernels.Matern32(distance=kernels.L2Distance())

works…

See also #115

dfm added the enhancement label

dfm self-assigned this

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