Class Matern52

gpflow/kernels/stationaries.py:295–313

The Matern 5/2 kernel. Functions drawn from a GP with this kernel are twice differentiable. The kernel equation is k(r) = σ² (1 + √5r + 5/3r²) exp{-√5 r} where: r is the Euclidean distance between the input points, scaled by the lengthscales parameter ℓ, σ² is the varianc

class Matern52(IsotropicStationary):
    """
    The Matern 5/2 kernel. Functions drawn from a GP with this kernel are twice
    differentiable. The kernel equation is

    k(r) = σ² (1 + √5r + 5/3r²) exp{-√5 r}

    where:
    r  is the Euclidean distance between the input points, scaled by the lengthscales parameter ℓ,
    σ² is the variance parameter.
    """

    @check_shapes(
        "r: [batch..., N]",
        "return: [batch..., N]",
    )
    def K_r(self, r: TensorType) -> tf.Tensor:
        sqrt5 = np.sqrt(5.0)
        return self.variance * (1.0 + sqrt5 * r + 5.0 / 3.0 * tf.square(r)) * tf.exp(-sqrt5 * r)


class Cosine(AnisotropicStationary):