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Switch to using kernels and add exp kernel for positive orthant optimization - #23

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mertkipcak wants to merge 4 commits into
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add-kernels
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Switch to using kernels and add exp kernel for positive orthant optimization#23
mertkipcak wants to merge 4 commits into
mainfrom
add-kernels

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@mertkipcak

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Kernels

As mentioned in our discussions offline, KLLS can benefit significantly from having adaptive kernels, this PR converts to model use parameterized kernels, and adds the ExpKernel for $\mathbb{R}^n_+$ constrained problems, will add the other proposed kernels in a future PR.

TODO

  • Testing
  • Refactor after ensuring implementation is fine to make it more readable

Comment thread src/logsumexp.jl Outdated
Comment thread src/newtoncg.jl Outdated
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