mlkernels.kernels.subspace module

class mlkernels.kernels.subspace.SubspaceKernel(k_zi, k_zj, z, A)[source]

Bases: mlkernels.kernel.Kernel

Kernel for a subspace of the RKHS.

Parameters

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

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

  • z (input) – Locations of the inducing points.

  • A (matrix) – Generalised inducing point kernel matrix.