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ML Ch9-11

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蘇耘寬
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6 views1 page

ML Ch9-11

Uploaded by

蘇耘寬
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Another Kernel

The Wiener process

!
1 if x ≥ ci cmax − c0
φi (x) = θ(x − ci ) = Σ = σ2
0 else F
F
σ 2 (cmax − c0 ) "
⇒ k(xi , xj ) = φ(xi )! Σφ(xj ) = θ(min(xi , xj ) − c! )
F
!=1

F·δc
now increase F so # of features in δc approaches (cmax −c0 )

# cmax
2 min(xi ,xj )
k(xi , xj ) ! σ θ(min(xi , xj ) − c) dc = σ 2 [1]c0
c0

= σ 2 (min(xi , xj ) − c0 )

Probabilistic ML — P. Hennig, SS 2021 — Lecture 09: Gaussian Processes— © Philipp Hennig, 2021 CC BY-NC-SA 3.0 15

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