gpLib.SigmaKernel

class gpLib.SigmaKernel(power='abs', alpha_prior: object | None = None, alpha_constraint=None, **kwargs)

Non-stationary multiplicative kernel

\[\begin{split}k(x,x') &= \sigma(x)\,\sigma(x'),\\ \sigma(x) &= \begin{cases} \exp\!\bigl(-\alpha\,|x|\bigr), & \text{``abs''},\\[6pt] \exp\!\bigl(-\alpha\,x^{2}\bigr), & \text{``square''}. \end{cases}\end{split}\]

Parameters:

power – Either "abs" or "square" (see above).

Variables:

alpha (torch.Tensor) – Positive decay rate.