shogun-toolbox/shogun — pull request #644 by puffin444 (2012-07-12 18:37:14+00:00)
Title: ARD versions of Linear and Gaussian Kernels. Gradient Testing.

Included in this patch is:

1. Gradient Testing in GradientModelSelection. Uses an approximation method
to check if the analytical gradient is correct.

2. Linear and Gaussian Kernels with ARD. Now right now the code between them is almost exactly the same. It might be useful to make a general DotARD and have them inherit from that. I also considered inheriting from the original Linear and Gaussian Kernels, but I am not sure how I should handle the compute_optimized stuff with the ARD. Please let me know what you think. Once this is done I will polish the vector stuff in the model selection framework to learn optimal values for the weights.