scikit-learn/scikit-learn

Linear Kernel for Gaussian Processes

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#8 359 ouverte le 15 févr. 2017

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Enhancementhelp wantedmodule:gaussian_process

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Description

A simple linear kernel is lacking in Gaussian Processes, that is `K(x, x') = (x - c)(x' - c)

From http://www.cs.toronto.edu/~duvenaud/cookbook/index.html it is useful in modelling linear functions (obviously) and in combination with other functions such as periodic.

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