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

bwengals December 17, 2017, 2:01am 9

Actually, for your specific k4 this is equivalent to multiplying k3 by Linear I believe

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