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Linear Kernel

A kernel function of the form k(x,x')=σ²·xᵀx'. It assumes the target function is approximately linear and is capable of modeling global trends and offsets.

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Oct 28

The Matérn kernel controls the smoothness of sample paths through the parameter ν, and a smaller ν allows the function to vary faster and is good at capturing local fluctuations and noise; the Linear kernel assumes that the objective function is approximately linear and can model global trends and offsets.

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Oct 28

After combining the Matérn kernel with the Linear kernel (usually by addition), the kernel function possesses both local adaptability and global trend capturing capability, showing robustness in static, drifting, and reactive environments.

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