squared_exp

luas.kernels.squared_exp(x: Array, y: Array, L: Any) → Array

Squared exponential kernel function, also known as the radial basis function, used with luas.kernels.evaluate_kernel to build a covariance matrix.

\[k(x, y) = \exp\Bigg( -\frac{|x - y|^2}{2L^2}\Bigg)\]

Parameters:

• x (JAXArray) – Input vector 1

• y (JAXArray) – Input vector 2

• L (Scalar) – Length scale

Returns:

Covariance between two input vectors

Return type:

Scalar