kernel_matern: Generating A Single Point-wise Function Using Matern

In IrisTeng/CVEK: Cross-Validated Kernel Ensemble

Description

Generate point-wise functions for two vectors using matern kernel.

Usage

kernel_matern(Sigma, l, p)

Arguments

Sigma	(matrix) The covariance matrix for neural network kernel.
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.

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

point_wise

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

Author(s)

Wenying Deng

References

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

IrisTeng/CVEK documentation built on May 31, 2019, 4:50 p.m.