Further clarify GridKernel interpolation mode
@@ -32,7 +32,8 @@ class GridKernel(Kernel):
Used for GridInterpolationKernel where we want the covariance
between points in the projections of the grid of each dimension.
We do this by treating `grid` as d batches of g x 1 tensors by
- calling k(grid, grid) with last_dim_is_batch.
+ calling base_kernel(grid, grid) with last_dim_is_batch to get a d x g x g Tensor
+ which we Kronecker product to get a g x g KroneckerProductLazyTensor.
.. _Fast kernel learning for multidimensional pattern extrapolation:
http://www.cs.cmu.edu/~andrewgw/manet.pdf
