kernel_intercept {CVEK}

Generating A Single Matrix-wise Function Using Intercept

Description

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

Usage

kernel_intercept(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

Polynomial Kernels

k(x, x')=(x \cdot x')^p

We have intercept kernel when p=0, and linear kernel when p=1.

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.