pymc.gp.cov.ExpQuad

class pymc.gp.cov.ExpQuad(input_dim, ls=None, ls_inv=None, active_dims=None)

The Exponentiated Quadratic kernel.

Also referred to as the Squared Exponential, or Radial Basis Function kernel.

\[k(x, x') = \mathrm{exp}\left[ -\frac{(x - x')^2}{2 \ell^2} \right]\]

Methods

ExpQuad.__init__(input_dim[, ls, ls_inv, ...])
ExpQuad.diag(X)
ExpQuad.euclidean_dist(X, Xs)
ExpQuad.full(X[, Xs])
ExpQuad.full_from_distance(dist[, squared])
ExpQuad.power_spectral_density(omega)	Power spectral density for the ExpQuad kernel.
ExpQuad.square_dist(X, Xs)

Attributes

n_dims

The dimensionality of the input, as taken from the active_dims.