kernels package

The primary model building interface in tinygp is via “kernels”, which are typically constructed as sums and products of objects defined in this subpackage, or by subclassing Kernel as discussed in the Custom Kernels tutorial. Many of the most commonly used kernels are described in the Stationary Kernels section, but this section introduces some of the fundamental building blocks.

Kernel()	The base class for all kernel implementations
Conditioned(X, solver, kernel)	A kernel used when conditioning a process on data
Custom(function)	A custom kernel class implemented as a callable
Sum(kernel1, kernel2)	A helper to represent the sum of two kernels
Product(kernel1, kernel2)	A helper to represent the product of two kernels
Constant(value)	This kernel returns the constant
DotProduct()	The dot product kernel
Polynomial(order, scale, sigma)	A polynomial kernel

Stationary Kernels

Many of the most commonly used kernels are implemented as subclasses of the Stationary kernel. This means that each kernel in this section has (at least) the two parameters:

• scale: A scalar lengthscale for the kernel in the radial distance specified by distance, and

• distance: A tinygp.kernels.distance.Distance metric specifying how to compute the scalar distance between two input coordinates.

Most of these kernels use the tinygp.kernels.distance.L1Distance metric by default, and scale defaults to 1.

Stationary(scale, distance)	A stationary kernel is defined with respect to a distance metric
Exp(scale, distance)	The exponential kernel
ExpSquared(scale, distance)	The exponential squared or radial basis function kernel
Matern32(scale, distance)	The Matern-3/2 kernel
Matern52(scale, distance)	The Matern-5/2 kernel
Cosine(scale, distance)	The cosine kernel
ExpSineSquared(scale, distance, gamma)	The exponential sine squared or quasiperiodic kernel
RationalQuadratic(scale, distance, alpha)	The rational quadratic

Distance Metrics

This submodule defines a set of distance metrics that can be used when working with multivariate data. By default, all tinygp.kernels.stationary.Stationary kernels will use either an L1Distance or L2Distance, when applied in multiple dimensions, but it is possible to define custom metrics, as discussed in the Custom Geometry tutorial.

Distance()	An abstract base class defining a distance metric interface
L1Distance()	The L1 or Manhattan distance between two coordinates
L2Distance()	The L2 or Euclidean distance between two coordinates

Subpackages

• kernels.quasisep package