https://github.com/GPflow/GPflow
Tip revision: af90c6e97f09f0b9a77d2fcc796f8a031ad097e8 authored by alexggmatthews on 06 June 2016, 17:06:36 UTC
Building up cone.
Building up cone.
Tip revision: af90c6e
reference.py
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