package gpr

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package gpr
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Isotropic squared exponential covariance

The covariance is defined as:

k(x, y) = sf^2 * exp(-1/2 * |1/ell*(x-y)|^2)

where sf^2 is the amplitude, and ell is the length scale.

module Params : sig ... end
type inducing_hyper = {
  1. ind : int;
  2. dim : int;
}
module Deriv : Interfaces.Specs.Deriv with module Eval = Eval with type Hyper.t = [ `Log_ell | `Log_sf2 | `Inducing_hyper of inducing_hyper ]