geopfa.extrapolation.build_matern32_kernel_global¶
- build_matern32_kernel_global(X_stdized, Y_stdized, input_dim=2, lower_frac=0.02, upper_frac=0.2)[source]¶
Construct a Matern 3/2 kernel with ARD lengthscales constrained by the global radius of the dataset in standardized space.
- Parameters:
X_stdized (numpy.ndarray) – Standardized training coordinates, shape
(N, 2).Y_stdized (numpy.ndarray) – Standardized training targets, shape
(N, 1).input_dim (int, optional) – Dimensionality of the input space. Default is 2.
lower_frac (float, optional) – Fraction of the global radius used for the lower lengthscale bound.
upper_frac (float, optional) – Fraction of the global radius used for the upper lengthscale bound.
- Returns:
(GPy.kern.Matern32, dict) – The Matern 3/2 kernel and a dictionary of initialization values and bound settings.
Notes
Variance is initialized to half the variance of Y and given a Gamma prior, matching the original implementation.
Lengthscales are constrained to dataset-scaled bounds.