kernel_matern {CVEK}

Generating A Single Matrix-wise Function Using Matern

Description

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

Usage

kernel_matern(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

Matern Kernels

k_{Matern}(r)=\frac{2^{1-\nu}}{\Gamma(\nu)}\Big(\frac{\sqrt{2\nu r}}{l}\Big)^\nu K_\nu \Big(\frac{\sqrt{2\nu r}}{l}\Big)

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.