Add correlation distance algorithm

[richardnorth3]

PR completeness and readability

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Testing

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[icfaust]

Hey @richardnorth3 sorry if I overstepped, I marked it as still draft. Make sure to strip out the rbf_kernel from the gpu backend, I assume you'll use the correlation distance primitive for GPU, and make sure to write a fleshed-out description.

Its looking good!

[richardnorth3]

Hey @richardnorth3 sorry if I overstepped, I marked it as still draft. Make sure to strip out the rbf_kernel from the gpu backend, I assume you'll use the correlation distance primitive for GPU, and make sure to write a fleshed-out description.

Its looking good!

No, thank you for putting the PR back into draft mode! I accidentally pushed it as a PR and just wanted to merge what changes I had locally in case I lost them. Think the algorithm is mostly finished now and I just have to finish the testing portion.