RationalQuadratic

RationalQuadratic

Rational quadratic kernel: k(x,y) = (1 + ‖x−y‖² / (2·α·ls²))^(−α). Parameters: [alpha, ls] (defaults alpha = 1, ls = 1). nbParameters = 2. Not scalable.

Constructor

new RationalQuadratic(alphaopt, lsopt)

Source:
Parameters:
Name Type Attributes Default Description
alpha number <optional>
 1
ls number <optional>
 1

Classes

RationalQuadratic

Members

alpha :number

Description:

  • controls inverse power and difference scale

Source:

controls inverse power and difference scale

Type:
  • number

ls :number

Description:

  • length scale

Source:

length scale

Type:
  • number

Methods

gradient(x1, x2) → {Array.<number>}

Description:

  • gradient = [grad_alpha, grad_ls] with l = |ls|, d² = ‖x−y‖²: grad_alpha = ((d² + 2l²α)/(l²α))^(−α) · ( 2^α·(1 − ln((d² + 2l²α)/(2l²α))) − (l²·2^(α+1)·α)/(d² + 2l²α) ) grad_ls = d² · (d²/(2αl²) + 1)^(−α−1) / ls³

Source:
Parameters:
Name Type Description
x1 Array.<number>
x2 Array.<number>
Returns:
Type
Array.<number>

kernel(x1, x2) → {number}

Source:
Parameters:
Name Type Description
x1 Array.<number>
x2 Array.<number>
Returns:
Type
number

setParameters(parameters)

Source:
Parameters:
Name Type Description
parameters Array.<number>