ICMKernel

class gpjax.kernels.ICMKernel(base_kernel, coregionalization_matrix)

Bases: MultiOutputKernel

Intrinsic Coregionalization Model kernel.

Combines a single shared input kernel with a coregionalization matrix to produce a Kronecker-structured covariance: K = B (x) K_input.

Parameters:

• base_kernel (AbstractKernel) – The shared input-space kernel.

• coregionalization_matrix (CoregionalizationMatrix) – The output-space coregionalization.

property components

Paired (coregionalization_matrix, kernel) components.

property latent_kernels: tuple[AbstractKernel, ...]

Tuple of latent kernels.

property num_latent_gps: int

Number of latent GP functions.

property num_outputs: int

Number of output dimensions.