mlkernels.kernels.posterior module

class mlkernels.kernels.posterior.PosteriorKernel(k_ij, k_zi, k_zj, z, K_z)[source]

Bases: mlkernels.kernel.Kernel

Posterior kernel.

Parameters

  • k_ij (kernel.Kernel) – Kernel between processes corresponding to the left input and the right input respectively.

  • k_zi (kernel.Kernel) – Kernel between processes corresponding to the data and the left input respectively.

  • k_zj (kernel.Kernel) – Kernel between processes corresponding to the data and the right input respectively.

  • z (input) – Locations of data.

  • K_z (matrix) – Kernel matrix of data.