pymc.gp.cov.Gibbs

class pymc.gp.cov.Gibbs(input_dim, lengthscale_func, args=None, active_dims=None)

The Gibbs kernel.

Use an arbitrary lengthscale function defined using PyTensor. Only tested in one dimension.

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

Parameters:

lengthscale_func: callable

PyTensor function of X and additional optional arguments.

args: optional, tuple or list of scalars or PyMC variables

Additional inputs (besides X or Xs) to lengthscale_func.

Methods

Gibbs.__init__(input_dim, lengthscale_func)
Gibbs.diag(X)
Gibbs.full(X[, Xs])
Gibbs.square_dist(X[, Xs])

Attributes

n_dims

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