Expand description
Kernel expressions for automatic kernel structure discovery.
Provides a closed grammar of base kernels and composite expressions formed
by sum and product operators. Each KernelExpr can be evaluated at a
pair of scalar inputs and described as a human-readable string.
§Base kernels
| Variant | Formula |
|---|---|
Rbf | exp(-‖x-y‖² / (2 ℓ²)) |
Matern52 | (1 + √5·r/ℓ + 5r²/(3ℓ²)) exp(-√5·r/ℓ) |
Periodic | exp(-2 sin²(π‖x-y‖/p) / ℓ²) |
Linear | σ² · x · y |
WhiteNoise | σ² · 𝟙{x == y} |
Enums§
- Base
Kernel - One of the atomic kernel functions in the grammar.
- Kernel
Expr - A compositional kernel expression formed by summing or multiplying sub-kernels.
Functions§
- base_
kernels - Enumerate all base kernels with initial hyperparameters.