Diagonal

DiagonalKernelComputation

Bases: AbstractKernelComputation

Diagonal kernel computation class. Operations with the kernel assume a diagonal Gram matrix.

cross_covariance

cross_covariance(kernel, x, y)

For a given kernel, compute the cross-covariance matrix on an a pair of input matrices with shape (N, D) and (M, D).

Parameters:

• kernel (K) –

  the kernel function.

• x (Num[Array, 'N D']) –

  the first input matrix of shape (N, D).

• y (Num[Array, 'M D']) –

  the second input matrix of shape (M, D).

Returns:

• Float[Array, 'N M'] –

  The computed cross-covariance of shape (N, M).

diagonal

diagonal(kernel, inputs)

For a given kernel, compute the elementwise diagonal of the NxN gram matrix on an input matrix of shape (N, D).

Parameters:

• kernel (K) –

  the kernel function.

• inputs (Num[Array, 'N D']) –

  the input matrix of shape (N, D).

Returns:

• Diagonal –

  The computed diagonal variance as a Diagonal linear operator.