Length scale in Kernel functions

Question

Aep 2020-9-3

回答： Anshika Chaurasia 2021-3-4

Hello all,

I am new to machine learning and I have a question regarding ARD Matern 5/2 kernel functions used in Bayesopt.

How is characteristic length scale calculated in? Is it a constnat value or it varies in each iteration? Any useful refenrece?

The documentation is not very clear to me and any helps is greatly appreciated.

Answer 1

Anshika Chaurasia 2021-3-4

Hi,

"The characteristic length scales briefly define how far apart the input values

can be for the response values to become uncorrelated. "

Refer to the following documentation for more information on characteristic length scale:

Hope it helps!