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A minimal working example of the spectral mixture kernel

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Spectral Mixture Kernel Gaussian Process

A minimal working example of the spectral mixture kernel introduced in:

Wilson, A., & Adams, R. (2013). Gaussian process kernels for pattern discovery and extrapolation. In International conference on machine learning (pp. 1067-1075). PMLR.

This a single-file implementation of the spectral mixture kernel meant to highlight the basic ideas. Notation is consistent with the paper.

Usage:

$ python script.py

Dependencies

Example Output

SM GP output

See Also

  • GPyTorch for a better, more practical implementation of the spectral mixture kernel.

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