sklearn.gaussian_process.kernels.CompoundKernel

class sklearn.gaussian_process.kernels.CompoundKernel(kernels)[source]

Kernel which is composed of a set of other kernels.

New in version 0.18.

Parameters

kernels : list of Kernel objects

The other kernels

Attributes

bounds

Returns the log-transformed bounds on the theta.

hyperparameters

Returns a list of all hyperparameter specifications.

n_dims

Returns the number of non-fixed hyperparameters of the kernel.

requires_vector_input

Returns whether the kernel is defined on discrete structures.

theta

Returns the (flattened, log-transformed) non-fixed hyperparameters.

Methods

__call__(X[, Y, eval_gradient])

Return the kernel k(X, Y) and optionally its gradient.

clone_with_theta(theta)

Returns a clone of self with given hyperparameters theta.

diag(X)

Returns the diagonal of the kernel k(X, X).

get_params([deep])

Get parameters of this kernel.

is_stationary()

Returns whether the kernel is stationary.

set_params(**params)

Set the parameters of this kernel.

__init__(kernels)[source]

Initialize self. See help(type(self)) for accurate signature.

__call__(X, Y=None, eval_gradient=False)[source]

Return the kernel k(X, Y) and optionally its gradient.

Note that this compound kernel returns the results of all simple kernel stacked along an additional axis.

Parameters

X : sequence of length n_samples_X

Left argument of the returned kernel k(X, Y) Could either be array-like with shape = (n_samples_X, n_features) or a list of objects.

Y : sequence of length n_samples_Y

Right argument of the returned kernel k(X, Y). If None, k(X, X) is evaluated instead. Y could either be array-like with shape = (n_samples_Y, n_features) or a list of objects.

eval_gradient : bool (optional, default=False)

Determines whether the gradient with respect to the kernel hyperparameter is determined.

Returns

K : array, shape (n_samples_X, n_samples_Y, n_kernels)

Kernel k(X, Y)

K_gradient : array, shape (n_samples_X, n_samples_X, n_dims, n_kernels)

The gradient of the kernel k(X, X) with respect to the hyperparameter of the kernel. Only returned when eval_gradient is True.

property bounds

Returns the log-transformed bounds on the theta.

Returns

bounds : array, shape (n_dims, 2)

The log-transformed bounds on the kernel’s hyperparameters theta

clone_with_theta(theta)[source]

Returns a clone of self with given hyperparameters theta.

Parameters

theta : array, shape (n_dims,)

The hyperparameters

diag(X)[source]

Returns the diagonal of the kernel k(X, X).

The result of this method is identical to np.diag(self(X)); however, it can be evaluated more efficiently since only the diagonal is evaluated.

Parameters

X : sequence of length n_samples_X

Argument to the kernel. Could either be array-like with shape = (n_samples_X, n_features) or a list of objects.

Returns

K_diag : array, shape (n_samples_X, n_kernels)

Diagonal of kernel k(X, X)

get_params(deep=True)[source]

Get parameters of this kernel.

Parameters

deep : boolean, optional

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

params : mapping of string to any

Parameter names mapped to their values.

property hyperparameters

Returns a list of all hyperparameter specifications.

is_stationary()[source]

Returns whether the kernel is stationary.

property n_dims

Returns the number of non-fixed hyperparameters of the kernel.

property requires_vector_input

Returns whether the kernel is defined on discrete structures.

set_params(**params)[source]

Set the parameters of this kernel.

The method works on simple kernels as well as on nested kernels. The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns

self

property theta

Returns the (flattened, log-transformed) non-fixed hyperparameters.

Note that theta are typically the log-transformed values of the kernel’s hyperparameters as this representation of the search space is more amenable for hyperparameter search, as hyperparameters like length-scales naturally live on a log-scale.

Returns

theta : array, shape (n_dims,)

The non-fixed, log-transformed hyperparameters of the kernel