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docs/src/api.md

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@@ -24,13 +24,21 @@ ExponentiatedKernel
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MaternKernel
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Matern32Kernel
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Matern52Kernel
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NeuralNetworkKernel
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GaborKernel
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EyeKernel
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FBMKernel
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CosineKernel
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LinearKernel
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PolynomialKernel
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PiecewisePolynomialKernel
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MahalanobisKernel
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RationalQuadraticKernel
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GammaRationalQuadraticKernel
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PeriodicKernel
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ZeroKernel
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ConstantKernel
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WienerKernel
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WhiteKernel
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```
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Transform
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IdentityTransform
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ScaleTransform
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LowRankTransform
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ARDTransform
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LinearTransform
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FunctionTransform
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SelectTransform
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ChainTransform
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```
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kerneldiagmatrix!
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kernelpdmat
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kernelkronmat
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nystrom
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transform
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```
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## Utilities
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```@docs
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ColVecs
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RowVecs
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```
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## Index
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docs/src/kernels.md

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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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### 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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### 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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## 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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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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## Periodic Kernels
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### PeriodicKernel
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### Periodic Kernel
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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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## 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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### 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 `` 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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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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```

docs/src/metrics.md

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# Metrics
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KernelFunctions.jl relies on [Distances.jl]() for computing the pairwise matrix.
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KernelFunctions.jl relies on [Distances.jl](https://github.com/JuliaStats/Distances.jl) for computing the pairwise matrix.
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To do so a distance measure is needed for each kernel. Two very common ones can already be used : `SqEuclidean` and `Euclidean`.
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However all kernels do not rely on distances metrics respecting all the definitions. That's why two additional metrics come with the package : `DotProduct` (`<x,y>`) and `Delta` (`δ(x,y)`).
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Note that all base kernels must have a defined metric defined as :
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However all kernels do not rely on distances metrics respecting all the definitions. That's why additional metrics come with the package such as `DotProduct` (`<x,y>`) and `Delta` (`δ(x,y)`).
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Note that every `BaseKernel` must have a defined metric defined as :
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```julia
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metric(::CustomKernel) = SqEuclidean()
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```

docs/src/userguide.md

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## Kernel creation
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To create a kernel chose one of the kernels proposed, see [Kernels](@ref), or create your own, see [Creating Kernels](@ref)
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To create a kernel chose one of the kernels proposed, see [Base Kernels](@ref), or create your own, see [Creating your own kernel](@ref)
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For example to create a square exponential kernel
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```julia
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k = SqExponentialKernel()

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