import numpy as np def referenceRbfKernel( X, lengthScale, signalVariance ): (nDataPoints, inputDimensions ) = X.shape kernel = np.zeros( (nDataPoints, nDataPoints ) ) for row_index in range( nDataPoints ): for column_index in range( nDataPoints ): vecA = X[row_index,:] vecB = X[column_index,:] delta = vecA - vecB distanceSquared = np.dot( delta.T, delta ) kernel[row_index, column_index ] = signalVariance * np.exp( -0.5*distanceSquared / lengthScale** 2) return kernel def referencePeriodicKernel( X, lengthScale, signalVariance, 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 signalVariance * exp_dist