@@ -10,153 +10,172 @@ These are the basic kernels without any transformation of the data. They are the
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### Exponential Kernel
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- The [ Exponential Kernel ] (@ref ExponentialKernel ) is defined as
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+ The [ ` ExponentialKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x') = \exp\left(-|x-x'|\right)
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+ k(x,x') = \exp\left(-|x-x'|\right).
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```
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### Square Exponential Kernel
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- The [ Square Exponential Kernel ] (@ref KernelFunctions.SqExponentialKernel ) is defined as
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+ The [ ` SqExponentialKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x') = \exp\left(-\|x-x'\|^2\right)
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+ k(x,x') = \exp\left(-\|x-x'\|^2\right).
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```
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### Gamma Exponential Kernel
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- The [ Gamma Exponential Kernel ] (@ref KernelFunctions.GammaExponentialKernel ) is defined as
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+ The [ ` GammaExponentialKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';\gamma) = \exp\left(-\|x-x'\|^{2\gamma}\right)
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+ k(x,x';\gamma) = \exp\left(-\|x-x'\|^{2\gamma}\right),
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```
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+ where $\gamma > 0$.
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## Matern Kernels
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### Matern Kernel
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- The [ Matern Kernel ] (@ref KernelFunctions.MaternKernel ) is defined as
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+ The [ ` MaternKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';\nu) = \frac{2^{1-\nu}}{\Gamma(\nu)}\left(\sqrt{2\nu}|x-x'|\right)K_\nu\left(\sqrt{2\nu}|x-x'|\right)
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+ k(x,x';\nu) = \frac{2^{1-\nu}}{\Gamma(\nu)}\left(\sqrt{2\nu}|x-x'|\right)K_\nu\left(\sqrt{2\nu}|x-x'|\right),
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```
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+ where $\nu > 0$.
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+
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### Matern 3/2 Kernel
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- The [ Matern 3/2 Kernel ] (@ref KernelFunctions.Matern32Kernel ) is defined as
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+ The [ ` Matern32Kernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x') = \left(1+\sqrt{3}|x-x'|\right)\exp\left(\sqrt{3}|x-x'|\right)
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+ k(x,x') = \left(1+\sqrt{3}|x-x'|\right)\exp\left(\sqrt{3}|x-x'|\right).
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```
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### Matern 5/2 Kernel
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- The [ Matern 5/2 Kernel ] (@ref KernelFunctions.Matern52Kernel ) is defined as
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+ The [ ` Matern52Kernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x') = \left(1+\sqrt{5}|x-x'|+\frac{5}{2}\|x-x'\|^2\right)\exp\left(\sqrt{5}|x-x'|\right)
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+ k(x,x') = \left(1+\sqrt{5}|x-x'|+\frac{5}{2}\|x-x'\|^2\right)\exp\left(\sqrt{5}|x-x'|\right).
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```
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## Rational Quadratic
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### Rational Quadratic Kernel
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- The [ Rational Quadratic Kernel ] (@ref KernelFunctions.RationalQuadraticKernel ) is defined as
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+ The [ ` RationalQuadraticKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';\alpha) = \left(1+\frac{\|x-x'\|^2}{\alpha}\right)^{-\alpha}
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+ k(x,x';\alpha) = \left(1+\frac{\|x-x'\|^2}{\alpha}\right)^{-\alpha},
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```
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+ where $\alpha > 0$.
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+
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### Gamma Rational Quadratic Kernel
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- The [ Gamma Rational Quadratic Kernel ] (@ref KernelFunctions.GammaRationalQuadraticKernel ) is defined as
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+ The [ ` GammaRationalQuadraticKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';\alpha,\gamma) = \left(1+\frac{\|x-x'\|^{2\gamma}}{\alpha}\right)^{-\alpha}
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+ k(x,x';\alpha,\gamma) = \left(1+\frac{\|x-x'\|^{2\gamma}}{\alpha}\right)^{-\alpha},
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```
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+ where $\alpha > 0$ and $\gamma > 0$.
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+
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## Polynomial Kernels
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- ### LinearKernel
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+ ### Linear Kernel
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- The [ Linear Kernel ] (@ref KernelFunctions.LinearKernel ) is defined as
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+ The [ ` LinearKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';c) = \langle x,x'\rangle + c
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+ k(x,x';c) = \langle x,x'\rangle + c,
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```
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- ### PolynomialKernel
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+ where $c \in \mathbb{R}$
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- The [ Polynomial Kernel] (@ref KernelFunctions.PolynomialKernel) is defined as
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+ ### Polynomial Kernel
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+
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+ The [ ` PolynomialKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';c,d) = \left(\langle x,x'\rangle + c\right)^d
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+ k(x,x';c,d) = \left(\langle x,x'\rangle + c\right)^d,
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```
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+ where $c \in \mathbb{R}$ and $d>0$
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+
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## Periodic Kernels
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- ### PeriodicKernel
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+ ### Periodic Kernel
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+
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+ The [ ` PeriodicKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';r) = \exp\left(-0.5 \sum_i (sin (π(x_i - x'_i))/r_i)^2\right)
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+ k(x,x';r) = \exp\left(-0.5 \sum_i (sin (π(x_i - x'_i))/r_i)^2\right),
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```
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+ where $r$ has the same dimension as $x$ and $r_i >0$.
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+
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## Constant Kernels
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- ### ConstantKernel
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+ ### Constant Kernel
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- The [ Constant Kernel ] (@ref KernelFunctions.ConstantKernel ) is defined as
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+ The [ ` ConstantKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x';c) = c
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+ k(x,x';c) = c,
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```
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- ### WhiteKernel
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+ where $c \in \mathbb{R}$.
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+
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+ ### White Kernel
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- The [ White Kernel ] (@ref KernelFunctions.WhiteKernel ) is defined as
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+ The [ ` WhiteKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x') = \delta(x-x')
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+ k(x,x') = \delta(x-x').
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```
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- ### ZeroKernel
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+ ### Zero Kernel
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- The [ Zero Kernel ] (@ref KernelFunctions.ZeroKernel ) is defined as
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+ The [ ` ZeroKernel ` ] ( @ref ) is defined as
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``` math
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- k(x,x') = 0
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+ k(x,x') = 0.
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```
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# Composite Kernels
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- ### TransformedKernel
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+ ### Transformed Kernel
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- The [ Transformed Kernel ] (@ref KernelFunctions.TransformedKernel ) is a kernel where input are transformed via a function ` f `
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+ The [ ` TransformedKernel ` ] ( @ref ) is a kernel where input are transformed via a function ` f `
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``` math
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- k(x,x';f,\widetile{k}) = \widetilde{k}(f(x),f(x'))
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+ k(x,x';f,\widetile{k}) = \widetilde{k}(f(x),f(x')),
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```
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- Where ` k̃ ` is another kernel
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+ Where $\widetilde{k}$ is another kernel and $f$ is an arbitrary mapping.
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- ### ScaledKernel
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+ ### Scaled Kernel
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- The [ Scalar Kernel ] (@ref KernelFunctions.ScaledKernel ) is defined as
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+ The [ ` ScaledKernel ` ] ( @ref ) is defined as
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``` math
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k(x,x';\sigma^2,\widetilde{k}) = \sigma^2\widetilde{k}(x,x')
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```
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- ### KernelSum
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+ Where $\widetilde{k}$ is another kernel and $\sigma^2 > 0$.
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- The [ Kernel Sum] (@ref KernelFunctions.KernelSum) is defined as a sum of kernel
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+ ### Kernel Sum
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+
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+ The [ ` KernelSum ` ] ( @ref ) is defined as a sum of kernels
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``` math
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- k(x,x';\{w_i\},\{k_i\}) = \sum_i w_i k_i(x,x')
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+ k(x,x';\{w_i\},\{k_i\}) = \sum_i w_i k_i(x,x'),
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```
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+ Where $w_i > 0$.
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### KernelProduct
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- The [ Kernel Product ] (@ref KernelFunctions.KernelProduct ) is defined as a product of kernel
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+ The [ ` KernelProduct ` ] ( @ref ) is defined as a product of kernels
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``` math
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- k(x,x';\{k_i\}) = \prod_i k_i(x,x')
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+ k(x,x';\{k_i\}) = \prod_i k_i(x,x').
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```
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