GPy/doc/kernel_implementation.rst

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List of implemented kernels
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The following table shows the implemented kernels in GPy and gives the details of the implemented function for each kernel.
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NAME Dimension ARD get/set K Kdiag dK_dtheta dKdiag_dtheta dK_dX dKdiag_dX psi0 psi1 psi2
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bias n |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
Brownian 1 |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
exponential n yes |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
finite_dimensional n |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
linear n yes |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
Matern32 n yes |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
Matern52 n yes |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
periodic_exponential 1 |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
periodic_Matern32 1 |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
periodic_Matern52 1 |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
rational quadratic 1 |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
rbf n yes |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
spline 1 |tick| |tick| |tick| |tick| |tick| |tick|
-------------------- ----------- ----- ----------- ------ ------- ----------- --------------- ------- ----------- ------ ------ -------
white n |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick| |tick|
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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
.. |tick| image:: Figures/tick.png