Merge branch 'master-dev'

Author: theogf

.gitignore

@@ -0,0 +1,2 @@
+*.json
+Manifest.toml

Project.toml

@@ -1,4 +1,4 @@
-name =  "KernelFunctions"
+name = "KernelFunctions"
 uuid = "ec8451be-7e33-11e9-00cf-bbf324bd1392"
 version = "0.1.0"
 

benchmark/MLKernels.jl

@@ -0,0 +1,20 @@
+using MLKernels
+
+SUITE["MLKernels"] = BenchmarkGroup()
+
+mlkernelnames = ["SquaredExponentialKernel"]
+kernels=Dict{String,MLKernels.Kernel}()
+for k in mlkernelnames
+    SUITE["MLKernels"][k] = BenchmarkGroup()
+    kernels[k] = eval(Meta.parse("MLKernels."*k*"(alpha)"))
+end
+
+for k in mlkernelnames
+    SUITE["MLKernels"][k]["k(X,Y)"] = @benchmarkable MLKernels.kernelmatrix($(kernels[k]),$X,$Y)
+    # SUITE["MLKernels"][k][kt]["k!(X,Y)"] = @benchmarkable MLKernels.kernelmatrix!(KXY,$(kernels[k][kt]),$X,$Y) setup=(KXY=copy($KXY))
+    SUITE["MLKernels"][k]["k(X)"] = @benchmarkable MLKernels.kernelmatrix($(kernels[k]),$X)
+    # SUITE["MLKernels"][k][kt]["k!(X)"] = @benchmarkable MLKernels.kernelmatrix!(KX,$(kernels[k][kt]),$X) setup=(KX=copy($KX))
+    # SUITE["MLKernels"][k][kt]["kdiag(X)"] = @benchmarkable MLKernels.kerneldiagmatrix($(kernels[k][kt]),$X)
+    # SUITE["MLKernels"][k][kt]["kdiag!(X)"] = @benchmarkable MLKernels.kerneldiagmatrix!(kX,$(kernels[k][kt]),$X) setup=(kX=copy($kX))
+end
+# results = run(SUITE)

benchmark/benchmarks.jl

@@ -0,0 +1,22 @@
+using BenchmarkTools
+using Random
+using Distances, LinearAlgebra
+
+const SUITE = BenchmarkGroup()
+
+Random.seed!(1234)
+
+dim = 50
+N1 = 1000; N2 = 500;
+alpha = 2.0
+
+X = rand(Float64,N1,dim)
+Y = rand(Float64,N2,dim)
+
+KXY = rand(Float64,N1,N2)
+KX = rand(Float64,N1,N1)
+sKX = Symmetric(rand(Float64,N1,N1))
+kX = rand(Float64,N1)
+
+include("kernelmatrix.jl")
+include("MLKernels.jl")

benchmark/kernelmatrix.jl

@@ -0,0 +1,27 @@
+using KernelFunctions
+
+SUITE["KernelFunctions"] = BenchmarkGroup()
+
+kernelnames = ["SquaredExponentialKernel"]
+kerneltypes = ["ARD","ISO"]
+kernels=Dict{String,Dict{String,KernelFunctions.Kernel}}()
+for k in kernelnames
+    kernels[k] = Dict{String,KernelFunctions.Kernel}()
+    SUITE["KernelFunctions"][k] = BenchmarkGroup()
+    for kt in kerneltypes
+        SUITE["KernelFunctions"][k][kt] = BenchmarkGroup()
+        kernels[k][kt] = eval(Meta.parse("KernelFunctions."*k*"("*(kt == "ARD" ? "alpha*ones(Float64,dim)" : "alpha" )*")"))
+    end
+end
+
+for k in kernelnames
+    for kt in kerneltypes
+        SUITE["KernelFunctions"][k][kt]["k(X,Y)"] = @benchmarkable KernelFunctions.kernelmatrix($(kernels[k][kt]),$X,$Y,obsdim=1)
+        # SUITE["KernelFunctions"][k][kt]["k!(X,Y)"] = @benchmarkable KernelFunctions.kernelmatrix!(KXY,$(kernels[k][kt]),$X,$Y) setup=(KXY=copy($KXY))
+        SUITE["KernelFunctions"][k][kt]["k(X)"] = @benchmarkable KernelFunctions.kernelmatrix($(kernels[k][kt]),$X,obsdim=1)
+        # SUITE["KernelFunctions"][k][kt]["k!(X)"] = @benchmarkable KernelFunctions.kernelmatrix!(KX,$(kernels[k][kt]),$X) setup=(KX=copy($KX))
+        # SUITE["KernelFunctions"][k][kt]["kdiag(X)"] = @benchmarkable KernelFunctions.kerneldiagmatrix($(kernels[k][kt]),$X)
+        # SUITE["KernelFunctions"][k][kt]["kdiag!(X)"] = @benchmarkable KernelFunctions.kerneldiagmatrix!(kX,$(kernels[k][kt]),$X) setup=(kX=copy($kX))
+    end
+end
+# results = run(SUITE)

docs/.gitignore

@@ -0,0 +1,2 @@
+build/
+site/

docs/Project.toml

@@ -0,0 +1,2 @@
+[deps]
+Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"

docs/make.jl

@@ -0,0 +1,15 @@
+using Documenter
+using KernelFunctions
+
+makedocs(
+    sitename = "KernelFunctions",
+    format = Documenter.HTML(),
+    modules = [KernelFunctions]
+)
+
+# Documenter can also automatically deploy documentation to gh-pages.
+# See "Hosting Documentation" and deploydocs() in the Documenter manual
+# for more information.
+#=deploydocs(
+    repo = "<repository url>"
+)=#

docs/src/index.md

@@ -0,0 +1,5 @@
+# KernelFunctions.jl
+
+Documentation for KernelFunctions.jl
+
+*** In Construction ***

src/kernelmatrix.jl

@@ -28,14 +28,14 @@ end
 In-place version of `kernelmatrix` where pre-allocated matrix `K` will be overwritten with the kernel matrix.
 """
 function kernelmatrix!(
-        K::Matrix{T₁},
+        K::AbstractMatrix{T₁},
         κ::Kernel{T},
         X::AbstractMatrix{T₂},
         Y::AbstractMatrix{T₃};
         obsdim::Int = defaultobs
         ) where {T,T₁,T₂,T₃}
         #TODO Check dimension consistency
-        _kappamatrix!(κ, pairwise!(K,metric(κ), X, Y, dims=obsdim))
+        _kappamatrix!(κ, pairwise!(K, metric(κ), X, Y, dims=obsdim))
 end
 
 
@@ -47,7 +47,7 @@ function kernelmatrix!(
         symmetrize::Bool = true
         ) where {T,T₁<:Real,T₂<:Real}
         #TODO Check dimension consistency
-        _symmetric_kappamatrix!(κ,pairwise!(metric(κ),X,dims=obsdim),symmetrize)
+        _symmetric_kappamatrix!(κ,pairwise!(K, metric(κ), X, dims=obsdim), symmetrize)
 end
 
 # Convenience Methods ======================================================================
@@ -85,7 +85,7 @@ function kernelmatrix(
         obsdim::Int = defaultobs,
         symmetrize::Bool = true
     ) where {T,T₁<:Real}
-    return _symmetric_kappamatrix!(κ,pairwise(metric(κ),X,dims=obsdim),symmetrize)
+    return kernelmatrix!(Matrix{promote_float(T,T₁)}(undef,size(X,obsdim),size(X,obsdim)),κ,X,obsdim=obsdim,symmetrize=symmetrize)
 end
 
 """
@@ -100,7 +100,7 @@ function kernelmatrix(
         Y::AbstractMatrix{T₂};
         obsdim=defaultobs
     ) where {T,T₁<:Real,T₂<:Real}
-    _kappamatrix!(κ, pairwise(metric(κ), X, Y, dims=obsdim))
+    kernelmatrix!(Matrix{promote_float(T,T₁,T₂)}(undef,size(X,obsdim),size(Y,obsdim)),κ,X,Y,obsdim=obsdim)
 end