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Module kernel

Module kernel 

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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

VariantFormula
Rbfexp(-‖x-y‖² / (2 ℓ²))
Matern52(1 + √5·r/ℓ + 5r²/(3ℓ²)) exp(-√5·r/ℓ)
Periodicexp(-2 sin²(π‖x-y‖/p) / ℓ²)
Linearσ² · x · y
WhiteNoiseσ² · 𝟙{x == y}

Enums§

BaseKernel
One of the atomic kernel functions in the grammar.
KernelExpr
A compositional kernel expression formed by summing or multiplying sub-kernels.

Functions§

base_kernels
Enumerate all base kernels with initial hyperparameters.