List of implemented kernels

The following table shows the implemented kernels in GPy and gives the details of the implemented function for each kernel.

NAME	Dimension	ARD	get/set	K	Kdiag	dK_dtheta	dKdiag_dtheta	dK_dX	dKdiag_dX	psi0	psi1	psi2
bias	n
Brownian	1
exponential	n	yes
finite_dimensional	n
linear	n	yes
Matern32	n	yes
Matern52	n	yes
periodic_exponential	1
periodic_Matern32	1
periodic_Matern52	1
rational quadratic	1
rbf	n	yes
spline	1
white	n

Depending on the use, all functions may not be required

• get/set, K, Kdiag: compulsory
• dK_dtheta: necessary to optimize the model
• dKdiag_dtheta: sparse models, BGPLVM, GPs with uncertain inputs
• dK_dX: sparse models, GPLVM, BGPLVM, GPs with uncertain inputs
• dKdiag_dX: sparse models, BGPLVM, GPs with uncertain inputs
• psi0, psi1, psi2: BGPLVM, GPs with uncertain inputs