kernel-functions

Kernel functions for various techniques.

#include <mathtoolbox/kernel-functions.hpp>

Overview

Automatic Relevance Determination (ARD) Squared Exponential Kernel

This kernel is defined as

where (the signal variance) and (the characteristic length-scales) are its hyperparameters. That is,

Automatic Relevance Determination (ARD) Matern 5/2 Kernel

This kernel is defined as

where

and (the signal variance) and (the characteristic length-scales) are its hyperparameters. That is,

Useful Resources