From dd22687b5eb34d57a150f9e630f34fd0a4938131 Mon Sep 17 00:00:00 2001 From: mzwiessele Date: Wed, 3 Aug 2016 11:33:10 +0100 Subject: [PATCH] [stationary] hint at confusing definition in GPy --- GPy/kern/src/stationary.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/GPy/kern/src/stationary.py b/GPy/kern/src/stationary.py index 1ce8084f..b6b13d47 100644 --- a/GPy/kern/src/stationary.py +++ b/GPy/kern/src/stationary.py @@ -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):