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

• PyTorch (>=1.9)

Example Output

See Also

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