Class SquaredExponential

Squared Exponential kernel function: k(x,y) = exp(-0.5*(x-y)^2/exp(2*logLength))

Inheritance
Object
KernelFunction
SquaredExponential
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Distributions.Kernels
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
[Serializable]
[DataContract]
public class SquaredExponential : KernelFunction, IKernelFunctionWithParams, IKernelFunction

Constructors

SquaredExponential()

Constructs the kernel k(x,y) = exp(- 0.5*(x-y)^2)

Declaration
public SquaredExponential()

SquaredExponential(Double)

Constructs the kernel k(x,y) = exp(- 0.5*(x-y)^2/exp(2*logLength))

Declaration
public SquaredExponential(double logLengthScale)
Parameters
Type Name Description
Double logLengthScale

SquaredExponential(Double, Double)

Constructs the kernel k(x,y) = exp(2logSignalSD - 0.5(x-y)^2/exp(2*logLength))

Declaration
[Construction(new string[]{"LogLengthScale", "LogSignalSD"})]
public SquaredExponential(double logLengthScale, double logSignalSD)
Parameters
Type Name Description
Double logLengthScale

Log length
Double logSignalSD

Log signal variance

Properties

Item[Int32]

Sets or gets a log hyper-parameter by index

Declaration
public override double this[int index] { get; set; }
Parameters
Type Name Description
Int32 index
Property Value
Type Description
Double
Overrides

LogLengthScale

Sets/gets log of the length scale

Declaration
public double LogLengthScale { get; set; }
Property Value
Type Description
Double

LogSignalSD

Gets/sets log of the signal variance

Declaration
public double LogSignalSD { get; set; }
Property Value
Type Description
Double

TypeVersion

The static version for the derived class

Declaration
public override int TypeVersion { get; }
Property Value
Type Description
Int32
Overrides

Methods

Equals(Object)

Declaration
public override bool Equals(object obj)
Parameters
Type Name Description
Object obj
Returns
Type Description
Boolean
Overrides

EvaluateX(Vector, ref Vector, ref Vector)

Evaluates the kernel for a single vector (which is used for both slots)

Declaration
public override double EvaluateX(Vector x, ref Vector xDeriv, ref Vector logThetaDeriv)
Parameters
Type Name Description
Vector x

Vector
Vector xDeriv

Derivative of the kernel value with respect to x
Vector logThetaDeriv

Derivative of the kernel value with respect to the log hyper-parameters
Returns
Type Description
Double
Overrides

EvaluateX1X2(Vector, Vector, ref Vector, ref Vector)

Evaluates the kernel for a pair of vectors

Declaration
public override double EvaluateX1X2(Vector x1, Vector x2, ref Vector x1Deriv, ref Vector logThetaDeriv)
Parameters
Type Name Description
Vector x1

First vector
Vector x2

Second vector
Vector x1Deriv

Derivative of the kernel value with respect to x1 input vector
Vector logThetaDeriv

Derivative of the kernel value with respect to the log hyper-parameters
Returns
Type Description
Double
Overrides

GetHashCode()

Declaration
public override int GetHashCode()
Returns
Type Description
Int32
Overrides

ToString()

Declaration
public override string ToString()
Returns
Type Description
String
Overrides

Operators

Equality(SquaredExponential, SquaredExponential)

Checks if left object is equal to right.

Declaration
public static bool operator ==(SquaredExponential left, SquaredExponential right)
Parameters
Type Name Description
SquaredExponential left
SquaredExponential right
Returns
Type Description
Boolean

Inequality(SquaredExponential, SquaredExponential)

Checks if left object is equal to right.

Declaration
public static bool operator !=(SquaredExponential left, SquaredExponential right)
Parameters
Type Name Description
SquaredExponential left
SquaredExponential right
Returns
Type Description
Boolean

Implements