KernelEmbedding

class probnum.quad.KernelEmbedding(kernel, measure)

Bases: object

Integrals over kernels against integration measures.

Parameters

• kernel (Kernel) – Instance of a kernel.

• measure (IntegrationMeasure) – Instance of an integration measure.

Raises

ValueError – If the input dimension of the kernel does not match the input dimension of the measure.

Return type

None

Methods Summary

kernel_mean(x)	Kernel mean w.r.t.
kernel_variance()	Kernel integrated in both arguments against the integration measure.

Methods Documentation

kernel_mean(x)

Kernel mean w.r.t. its first argument against the integration measure.

Parameters

x (ndarray) – shape=(n_eval, input_dim) – n_eval locations where to evaluate the kernel mean.

Returns

shape=(n_eval,) – The kernel integrated w.r.t. its first argument, evaluated at locations x.

Return type

kernel_mean

kernel_variance()

Kernel integrated in both arguments against the integration measure.

Returns

The kernel integrated w.r.t. both arguments.

Return type

kernel_variance