bayesvalidrox.surrogate_models.supplementary.kernel_rbf

bayesvalidrox.surrogate_models.supplementary.kernel_rbf(x, hyperparameters)

Isotropic squared exponential kernel.

Higher l values lead to smoother functions and therefore to coarser approximations of the training data. Lower l values make functions more wiggly with wide uncertainty regions between training data points.

sigma_f controls the marginal variance of b(x)

Parameters

x : ndarray of shape (n_samples_X, n_features) hyperparameters : dict

Lambda characteristic length sigma_f controls the marginal variance of b(x) sigma_0 unresolvable error nugget term, interpreted as random

error that cannot be attributed to measurement error.

Returns

var_cov_matrixndarray of shape (n_samples_X,n_samples_X)

Kernel k(X, X).