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Expected kernel means - #22

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alpiges wants to merge 2 commits into
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meankmean
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Expected kernel means#22
alpiges wants to merge 2 commits into
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meankmean

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@alpiges

@alpiges alpiges commented Aug 25, 2025

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Addressing #10

This PR contains the integrated expquad kernel mean against lebesgue as a starting point for design discussions. Since the KernelEmbedding has a mean, it felt natural to add it there as a variance, despite our discussions that "expected kernel mean" might be more appropriate.

Still missing: tests for multi-D support

EDIT: When I leave the ValueError in the _get_1d_var_funcs function, the tests fail when testing the embedding. This behavior is quite cryptic to me, since this function is not called anywhere. To be investigated.

@alpiges
alpiges requested a review from mmahsereci August 25, 2025 20:23
@mmahsereci

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Let's stick to a neutral naming as discussed in #10 . integrated mean might also work.

# kernel and measure must be set first
self._mean_func_1d = self._get_1d_funcs()
self._mean_func_1d = self._get_1d_mean_funcs()
self._var_func_1d = self._get_1d_var_funcs()

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The issue regarding the tests is here. By passing the function handle, the function is run. This would be fine if we new that for each kernel mean embedding, we also know the integrated kernel mean. But I don't believe that's the case. I would therefore propose to delete these lines, and rename the _get_1d_funcs directly to _mean_func_1d and _var_func_1d.

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