kernel_nn: Generating A Single Point-wise Function Using Neural Network

In IrisTeng/CVEK: Cross-Validated Kernel Ensemble

Description

Generate point-wise functions for two vectors using neural network kernel.

Usage

kernel_nn(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

Neural Network Kernels

k_{NN}(x, x')=\frac{2}{π}sin^{-1}\Big(\frac{2\tilde{x}^TΣ \tilde{x}'}{√{(1+2\tilde{x}^TΣ \tilde{x})(1+2\tilde{x}'^TΣ \tilde{x}')}}\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.