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8.9.2. sklearn.gaussian_process.correlation_models.absolute_exponential

sklearn.gaussian_process.correlation_models.absolute_exponential(theta, d)

Absolute exponential autocorrelation model. (Ornstein-Uhlenbeck stochastic process):

theta, dx --> r(theta, dx) = exp(  sum  - theta_i * |dx_i| )
                                  i = 1
Parameters :

theta : array_like

An array with shape 1 (isotropic) or n (anisotropic) giving the autocorrelation parameter(s).

dx : array_like

An array with shape (n_eval, n_features) giving the componentwise distances between locations x and x’ at which the correlation model should be evaluated.

Returns :

r : array_like

An array with shape (n_eval, ) containing the values of the autocorrelation model.