gpLib.TwoParamKernel

class gpLib.TwoParamKernel(H_constraint: Interval | None = None, alpha_constraint: Positive | None = None, **kwargs)

Two-parameter power-law kernel (non-stationary)

\[k(s,t) = (s\,t)^{H}\; \exp\!\bigl[-\alpha\,|\log(t/s)|\bigr], \qquad 0<H<1,\; \alpha>0,\; s,t>0.\]
Parameters:
  • H_constraint – Interval \((0,1)\).

  • alpha_constraint – Positive.

Variables:

alpha (torch.Tensor H,) – Shape (*batch,1).