kernel_matern: Generating A Single Matrix-wise Function Using Matern

In CVEK: Cross-Validated Kernel Ensemble

Description

Generate matrix-wise functions for two matrices using matern kernel.

Usage

kernel_matern(l, p, sigma)

Arguments

l	(numeric) A numeric number indicating the hyperparameter (flexibility) of a specific kernel.
p	(integer) For polynomial, p is the power; for matern, v = p + 1 / 2; for rational, alpha = p.
sigma	(numeric) The covariance coefficient for neural network kernel.

Details

Matern Kernels

k_{Matern}(r)=\frac{2^{1-ν}}{Γ(ν)}\Big(\frac{√{2ν r}}{l}\Big)^ν K_ν \Big(\frac{√{2ν r}}{l}\Big)

Value

matrix_wise

(function) A function calculating the relevance of two matrices.

Author(s)

Wenying Deng

References

The MIT Press. Gaussian Processes for Machine Learning, 2006.

CVEK documentation built on Jan. 8, 2021, 5:42 p.m.