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22 GibbsKernel(; lengthscale)
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4- # Definition
4+ Gibbs Kernel with lengthscale function `lengthscale`.
55
6- The Gibbs kernel is non-stationary generalisation of the squared exponential
6+ The Gibbs kernel is a non-stationary generalisation of the squared exponential
77kernel. The lengthscale parameter ``l`` becomes a function of
88position ``l(x)``.
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10- For a constant function``l(x) = c``, one recovers the standard squared exponential kernel
11- with lengthscale `c`.
10+ # Definition
1211
12+ For inputs ``x, x'``, the Gibbs kernel with lengthscale function ``l(\c dot)``
13+ is defined as
1314```math
14- k(x, y ; l) = \\ sqrt{ \\ left(\\ frac{2 l(x) l(y )}{l(x)^2 + l(y )^2} \\ right) }
15- \\ quad \\ rm{ exp} \\ left( - \\ frac{(x - y )^2}{l(x)^2 + l(y )^2} \\ right)
15+ k(x, x' ; l) = \s qrt{\ l eft(\f rac{2 l(x) l(x' )}{l(x)^2 + l(x' )^2}\ r ight)}
16+ \q uad \e xp{ \ l eft(- \ f rac{(x - x' )^2}{l(x)^2 + l(x' )^2}\ r ight)}.
1617```
1718
19+ For a constant function ``l \e quiv c``, one recovers the [`SqExponentialKernel`](@ref)
20+ with lengthscale `c`.
21+
1822# References
1923
2024Mark N. Gibbs. "Bayesian Gaussian Processes for Regression and Classication." PhD thesis, 1997
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