import numpy as np def ref_rbf_kernel(X, lengthscale, signal_var): N, _ = X.shape kernel = np.zeros((N, N)) for row_index in range(N): for column_index in range(N): vecA = X[row_index, :] vecB = X[column_index, :] delta = vecA - vecB distance_squared = np.dot(delta.T, delta) kernel[row_index, column_index] = \ signal_var * np.exp(-0.5 * distance_squared / lengthscale ** 2) return kernel def ref_arccosine_kernel(X, order, weightVariances, biasVariance, signal_var): num_points = X.shape[0] kernel = np.empty((num_points, num_points)) for row in range(num_points): for col in range(num_points): x = X[row] y = X[col] numerator = (weightVariances * x).dot(y) + biasVariance x_denominator = np.sqrt((weightVariances * x).dot(x) + biasVariance) y_denominator = np.sqrt((weightVariances * y).dot(y) + biasVariance) denominator = x_denominator * y_denominator theta = np.arccos(np.clip(numerator / denominator, -1., 1.)) if order == 0: J = np.pi - theta elif order == 1: J = np.sin(theta) + (np.pi - theta) * np.cos(theta) elif order == 2: J = 3. * np.sin(theta) * np.cos(theta) J += (np.pi - theta) * (1. + 2. * np.cos(theta)**2) kernel[row, col] = signal_var * (1. / np.pi) * J * \ x_denominator ** order * \ y_denominator ** order return kernel def ref_periodic_kernel(X, lengthscale, signal_var, period): # Based on the GPy implementation of standard_period kernel base = np.pi * (X[:, None, :] - X[None, :, :]) / period exp_dist = np.exp(-0.5 * np.sum(np.square(np.sin(base) / lengthscale), axis=-1)) return signal_var * exp_dist