I am trying to do the following: f = K1((x1, y1), (x1, y1)*) + K2((x2, y2), (x2, y2)*) + x4 * K3((x1, y1), (x1, y1)*) where K1, K2, and K3 are kernels that use two dimensions each (x and y). The third kernel (K3) needs to be scaled by x3. I thought I would perform this by K4(x4) * K3. However, I …

Gaussian Processes - combining constant features with covariance

junpenglao December 1, 2017, 9:22am 2

[Edit]: You specify the active_dims for a constant kernel the same way as the Exponential kernel in your code (it is filling the off-diagonal of the cov matrix with the same value).

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Gaussian Processes - combining constant features with covariance

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