covariance_kernels (pmrf.covariance_kernels)

Covariance kernels for Gaussian processes.

Useful for discrepancy modeling. See pmrf.discrepancy_models for more details.

Classes

AbstractCovarianceKernel(*[, name, metadata])

Abstract base class for covariance kernel functions.

AutoCrossKernel(auto, cross, num_outputs, *)

Kernel that routes between a auto-correlation and cross-correlation kernels.

ConstantKernel(variance, *[, name, metadata])

Kernel that returns a constant variance.

Matern32Kernel(lengthscale, *[, name, metadata])

Matérn kernel with nu=3/2.

Matern52Kernel(lengthscale, *[, name, metadata])

Matérn kernel with nu=5/2.

PeriodicKernel(period, lengthscale, *[, ...])

Periodic (Exp-Sine-Squared) kernel.

ProductKernel(k1, k2, *[, name, metadata])

Kernel representing the product of two kernels.

RBFKernel(lengthscale, *[, name, metadata])

Radial Basis Function (Squared Exponential) kernel.

SharedIndependentKernel(base_kernel, ...[, ...])

Evaluates a base kernel and broadcasts its output to represent multiple independent dimensions (e.g., real and imaginary parts) withed share hyperparameters.

SumKernel(k1, k2, *[, name, metadata])

Kernel representing the sum of two kernels.

WhiteNoiseKernel(variance, *[, name, metadata])

Kernel representing independent Gaussian noise.

ZeroKernel(*[, name, metadata])

Kernel that always evaluates to zero.