CVEK (version 0.1-2)

kernel_linear: Generating A Single Matrix-wise Function Using Linear

Description

Generate matrix-wise functions for two matrices using linear kernel.

Usage

kernel_linear(l, p, sigma)

Arguments

l

(numeric) A numeric number indicating the hyperparameter (flexibility) of a specific kernel.

p

(integer) For polynomial, p is the power; for matern, v = p + 1 / 2; for rational, alpha = p.

sigma

(numeric) The covariance coefficient for neural network kernel.

Value

matrix_wise

(function) A function calculating the relevance of two matrices.

Details

Polynomial Kernels $$k(x, x')=(x \cdot x')^p$$ We have intercept kernel when \(p=0\), and linear kernel when \(p=1\).

References

The MIT Press. Gaussian Processes for Machine Learning, 2006.