Gaussian
constructor(problemDefinition: ProblemDefinition, kernel: StationaryKernel = RBFKernel(problemDefinition), constantMean: Double? = null, jitter: Double = defaultJitter)(source)
Parameters
problem
the problem definition (used for default kernel length scales)
kernel
the covariance kernel. Defaults to an RBFKernel with ARD length scales set to the problem's input ranges.
constant
the constant prior mean. When null (the default), the mean of the observed responses is used (ordinary kriging).
jitter
a small positive value added to the diagonal for numerical stability. Defaults to defaultJitter.