pymc.gp.cov.RatQuad

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

The Rational Quadratic kernel.

\[k(x, x') = \left(1 + \frac{(x - x')^2}{2\alpha\ell^2} \right)^{-\alpha}\]

Methods

RatQuad.__init__(input_dim, alpha[, ls, ...])
RatQuad.diag(X)
RatQuad.euclidean_dist(X, Xs)
RatQuad.full(X[, Xs])
RatQuad.full_from_distance(dist[, squared])
RatQuad.power_spectral_density(omega)
RatQuad.square_dist(X, Xs)

Attributes

n_dims

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