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rbf_kernel

oxiphysics_core::uncertainty_quantification

Function rbf_kernel 

Source 
pub fn rbf_kernel(x: &[f64], xp: &[f64], sigma_f: f64, length_scale: f64) -> f64
Expand description

Squared-exponential (RBF) kernel: k(x, x’) = σ² exp(-‖x−x’‖² / (2ℓ²)).

§Arguments

  • x - First input vector.
  • xp - Second input vector.
  • sigma_f - Signal standard deviation σ_f.
  • length_scale - Length scale ℓ.