package gpr

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package gpr
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Covariance of linear functions with Automatic Relevance Determination

The covariance is defined as:

k(x, y) = x*inv(P)*y

where P is a diagonal matrix containing ARD parameters ell_1^2,...,ell_D^2, and D is the dimensionality of the input space.

module Params : sig ... end
module Deriv : Interfaces.Specs.Deriv with module Eval = Eval with type Hyper.t = [ `Log_ell of int ]