Linear

class tinygp.transforms.Linear(scale: JAXArray, kernel: Kernel)

Bases: Kernel

Apply a linear transformation to the input coordinates of the kernel

For example, the following transformed kernels are all equivalent, but the second supports more flexible transformations:

>>> import numpy as np
>>> from tinygp import kernels, transforms
>>> kernel0 = kernels.Matern32(4.5)
>>> kernel1 = transforms.Linear(1.0 / 4.5, kernels.Matern32())
>>> np.testing.assert_allclose(
...     kernel0.evaluate(0.5, 0.1), kernel1.evaluate(0.5, 0.1)
... )

Parameters:

• scale (JAXArray) – A 0-, 1-, or 2-dimensional array specifying the scale of this transform.

• kernel (Kernel) – The kernel to use in the transformed space.

evaluate(X1: tinygp.helpers.JAXArray, X2: tinygp.helpers.JAXArray) → tinygp.helpers.JAXArray

Evaluate the kernel at a pair of input coordinates

This should be overridden be subclasses to return the kernel-specific value. Two things to note:

1. Users shouldn’t generally call Kernel.evaluate(). Instead, always “call” the kernel instance directly; for example, you can evaluate the Matern-3/2 kernel using Matern32(1.5)(x1, x2), for arrays of input coordinates x1 and x2.

2. When implementing a custom kernel, this method should treat X1 and X2 as single datapoints. In other words, these inputs will typically either be scalars of have shape n_dim, where n_dim is the number of input dimensions, rather than n_data or (n_data, n_dim), and you should let the Kernel vmap magic handle all the broadcasting for you.

evaluate_diag(X: tinygp.helpers.JAXArray) → tinygp.helpers.JAXArray

Evaluate the kernel on its diagonal

The default implementation simply calls Kernel.evaluate() with X as both arguments, but subclasses can use this to make diagonal calcuations more efficient.