kernels.py 文件源码

def getTrainTestKernel(self, params, Xtest):
        self.checkParams(params)
        ell = np.exp(params[0])
        p = np.exp(params[1])

        Xtest_scaled = Xtest/np.sqrt(Xtest.shape[1])
        d2 = sq_dist(self.X_scaled.T/ell, Xtest_scaled.T/ell)   #precompute squared distances

        #compute dp
        dp = np.zeros(d2.shape)
        for d in xrange(self.X_scaled.shape[1]):
            dp += (np.outer(self.X_scaled[:,d], np.ones((1, Xtest_scaled.shape[0]))) - np.outer(np.ones((self.X_scaled.shape[0], 1)), Xtest_scaled[:,d]))
        dp /= p

        K = np.exp(-d2 / 2.0)
        return np.cos(2*np.pi*dp)*K