Compute the gradient of the kernel wrt X.

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Description

computes the gradient of the (diagonal of the) kernel matrix with respect to the elements of the design matrix given in X.

Usage

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  kernDiagGradX(kern, x)
  kernGradX(kern, x1, x2)

Arguments

kern

the kernel structure for which gradients are being computed.

x

the input data in the form of a design matrix.

x1

row locations against which gradients are being computed.

x2

column locations against which gradients are being computed.

Value

gX

the gradients of the diagonal with respect to each element of X. The returned matrix has the same dimensions as X.

gX2

the returned gradients. The gradients are returned in a matrix which is numData x numInputs x numData. Where numData is the number of data points and numInputs is the number of input dimensions in X.

See Also

kernGradient

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