spleaf.term.TransformKernel

class spleaf.term.TransformKernel(inner_kernel, translate_param, translate_param_back=None, **kwargs)

Wrapper to apply a change of parameters to any kernel.

Parameters:

inner_kernel: Kernel

Kernel to be used internally.

translate_param: function

Function to compute the inner kernel parameters as a function of the new parameters which will be presented to the user.

translate_param_back: function (optional)

Back propagation of the gradient for translate_param. This should be provided if the gradient with respect to parameters is needed.

**kwargs:

Parameters (new) to be provided to initialize the kernel.

Methods

eval(dt[, series_id])	Evaluate the kernel at lag dt.
set_conditional_coef(*args, **kwargs)	Set the coefficients used for the conditional computations.