Open Access

Table A.1

Common kernels in GP regression.

Name Equation # of Parameters Parameter Stationary
Periodic σ2exp(sin2(π|xx|/p)2l2)$\[\sigma^2 \exp \left(-\frac{\sin ^2\left(\pi\left|x-x^{\prime}\right| / p\right)}{2 l^2}\right)\]$ 3 lengthscale : l variance : σ2 period : p Yes
Powered Exponential σ2exp((|xx|l)k)$\[\sigma^2 \exp \left(-\left(\frac{\left|x-x^{\prime}\right|}{l}\right)^k\right)\]$ 3 lengthscale : l variance : σ2 power : κ Yes
Squared Exponential/Radial Basis Function σ2exp((xx)22l2)$\[\sigma^2 \exp \left(-\frac{\left(x-x^{\prime}\right)^2}{2 l^2}\right)\]$ 2 lengthscale : l variance : σ2 Yes
Matérn (v=12$\[v=\frac{1}{2}\]$)/Ornstein-Uhlenbeck σ2exp(|xx|l)$\[\sigma^2 \exp \left(-\frac{\left|x-x^{\prime}\right|}{l}\right)\]$ 2 lengthscale : l variance : σ2 Yes
Matérn (v=32$\[v=\frac{3}{2}\]$) σ2(1+3|xx|l)exp(3|xx|l)$\[\sigma^{2}\left(1+\frac{\sqrt{3}\left|x-x^{\prime}\right|}{l}\right) \exp \left(-\frac{\sqrt{3}\left|x-x^{\prime}\right|}{l}\right)\]$ 2 lengthscale : l variance : σ2 Yes
Matérn (v=52$\[v=\frac{5}{2}\]$) σ2(1+5|xx|l+5(xx)23l2)exp(5|xx|l)$\[\sigma^{2}\left(1+\frac{\sqrt{5}\left|x-x^{\prime}\right|}{l}+\frac{5\left(x-x^{\prime}\right)^{2}}{3 l^{2}}\right) \exp \left(-\frac{\sqrt{5}\left|x-x^{\prime}\right|}{l}\right)\]$ 2 lengthscale : l variance : σ2 Yes
Rational Quadratic σ2(1+(xx)22αl2)α$\[\sigma^{2}\left(1+\frac{\left(x-x^{\prime}\right)^{2}}{2 \alpha l^{2}}\right)^{-\alpha}\]$ 3 lengthscale : l variance : σ2 shape : α Yes
White σ2 δ(xx′) 1 variance : σ2 Yes
Linear σ2 (x · x′) 1 variance : σ2 No
Linear with Shift b + σ2((xc) · (x′c)) 3 bias : b variance : σ2 shift : c No

Notes. Each of the listed kernels is implemented as an atomic kernel in gallifrey.

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