kernel_rational {CVEK}R Documentation

Generating A Single Matrix-wise Function Using Rational Quadratic

Description

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

Usage

kernel_rational(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

Rational Quadratic Kernels

k_{RQ}(r)=\Big(1+\frac{r^2}{2\alpha l^2}\Big)^{-\alpha}

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.


[Package CVEK version 0.1-2 Index]