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[stationary] hint at confusing definition in GPy

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mzwiessele 2016-08-03 11:33:10 +01:00
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GPy/kern/src/stationary.py
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@ -51,6 +51,10 @@ class Stationary(Kern):
The lengthscale(s) and variance parameters are added to the structure automatically.
Thanks to @strongh:
In Stationary, a covariance function is defined in GPy as stationary when it depends only on the l2-norm |x_1 - x_2 |.
However this is the typical definition of isotropy, while stationarity is usually a bit more relaxed.
The more common version of stationarity is that the covariance is a function of x_1 - x_2 (See e.g. R&W first paragraph of section 4.1).
"""
def __init__(self, input_dim, variance, lengthscale, ARD, active_dims, name, useGPU=False):