MATLAB Answers

DotProduct kernel for gpr

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Alex Ira
Alex Ira on 27 Aug 2018
Answered: Sambit Senapati on 31 Aug 2018
Hi everyone
Has anyone implemented DotProduct kernel (e.g., see http://scikit-learn.org/stable/modules/gaussian_process.html#gaussian-process) for GPR?
Cheers

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Sambit Senapati
Sambit Senapati on 31 Aug 2018
MATLAB’s GPR module provides an option for passing a custom kernel through function handle. A function handle that can be called like this: Kmn = kfcn(Xm,Xn,theta)
where Xm is an m-by-d matrix, Xn is an n-by-d matrix and Kmn is an m-by-n matrix of kernel products such that Kmn(i,j) is the kernel product between Xm(i,:) and Xn(j,:). theta is the r-by-1 unconstrained parameter vector for kfcn.
For a dot product kernel theta is not required. Hence “kfcn” can be simply implemented as Xm * Xn’. I have attached the screenshot of relevant portion from the documentation. Please see documentation of GPR for more details.

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