Machine Learning

Kernel

Covariance Matrix

A function which measures the similarity of two inputs, vectors $\mathbf{x}$ and ${\mathbf{x}}^{\prime }$, and is denoted as

$$\mathcal{K}(\mathbf{x},{\mathbf{x}}^{\prime }\mid \mathbf{\tau })$$

where $\mathbf{\tau }$ is the vector of hyperparameters used to tune it.

Measures the covariance between outputs based on the distance of the two inputs.