Merge pull request JuliaGaussianProcesses#117 from devmotion/roundoff

Author: devmotion

Diff for: Project.toml

@@ -15,7 +15,7 @@ ZygoteRules = "700de1a5-db45-46bc-99cf-38207098b444"
 
 [compat]
 Compat = "2.2, 3"
-Distances = "0.8.2"
+Distances = "0.9"
 Requires = "1.0.1"
 SpecialFunctions = "0.8, 0.9, 0.10"
 StatsBase = "0.32, 0.33"

Diff for: src/basekernels/fbm.jl

@@ -20,7 +20,7 @@ end
 function (κ::FBMKernel)(x::AbstractVector{<:Real}, y::AbstractVector{<:Real})
     modX = sum(abs2, x)
     modY = sum(abs2, y)
-    modXY = evaluate(SqEuclidean(sqroundoff), x, y)
+    modXY = sqeuclidean(x, y)
     h = first(κ.h)
     return (modX^h + modY^h - modXY^h)/2
 end
@@ -29,8 +29,6 @@ end
 
 Base.show(io::IO, κ::FBMKernel) = print(io, "Fractional Brownian Motion Kernel (h = ", first(κ.h), ")")
 
-const sqroundoff = 1e-15
-
 _fbm(modX, modY, modXY, h) = (modX^h + modY^h - modXY^h)/2
 
 _mod(x::AbstractVector{<:Real}) = abs2.(x)
@@ -39,19 +37,19 @@ _mod(x::RowVecs) = vec(sum(abs2, x.X; dims=2))
 
 function kernelmatrix(κ::FBMKernel, x::AbstractVector)
     modx = _mod(x)
-    modxx = pairwise(SqEuclidean(sqroundoff), x)
+    modxx = pairwise(SqEuclidean(), x)
     return _fbm.(modx, modx', modxx, κ.h)
 end
 
 function kernelmatrix!(K::AbstractMatrix, κ::FBMKernel, x::AbstractVector)
     modx = _mod(x)
-    pairwise!(K, SqEuclidean(sqroundoff), x)
+    pairwise!(K, SqEuclidean(), x)
     K .= _fbm.(modx, modx', K, κ.h)
     return K
 end
 
 function kernelmatrix(κ::FBMKernel, x::AbstractVector, y::AbstractVector)
-    modxy = pairwise(SqEuclidean(sqroundoff), x, y)
+    modxy = pairwise(SqEuclidean(), x, y)
     return _fbm.(_mod(x), _mod(y)', modxy, κ.h)
 end
 
@@ -61,7 +59,7 @@ function kernelmatrix!(
     x::AbstractVector,
     y::AbstractVector,
 )
-    pairwise!(K, SqEuclidean(sqroundoff), x, y)
+    pairwise!(K, SqEuclidean(), x, y)
     K .= _fbm.(_mod(x), _mod(y)', K, κ.h)
     return K
 end