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]