package gpr

  1. Overview
  2. Docs
package gpr
Legend:
Page
Library
Module
Module type
Parameter
Class
Class type
Source

Module Gpr.Cov_lin_ardSource

Covariance of linear functions with Automatic Relevance Determination

The covariance is defined as:

k(x, y) = x*inv(P)*y

where P is a diagonal matrix containing ARD parameters ell_1^2,...,ell_D^2, and D is the dimensionality of the input space.

Sourcemodule Params : sig ... end
Sourcemodule Deriv : Interfaces.Specs.Deriv with module Eval = Eval with type Hyper.t = [ `Log_ell of int ]