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Machine Learning Procedures
 

GPREG Procedure

KERNEL Statement

  • KERNEL kernel-type <option>;

The KERNEL statement specifies the kernel-related parameters to be used in the Gaussian process.

You can specify the following kernel-types:

LINEAR

specifies a linear kernel.

MATERN32

specifies a Matern 3/2 kernel.

MATERN52

specifies a Matern 5/2 kernel.

PERIODIC

specifies a periodic kernel.

RBF

specifies a radial-basis function kernel.

You can use the following options to specify the features of the kernel:

AUTORELEVANCEDETERMINATION

uses automatic relevance determination in the kernel function.

FIXKERNELPARMFIRSTITER

sets kernel parameters as fixed values in the first iteration.

JITTERMAXITERS=number

specifies the maximum number of iterations for jitter Cholesky decomposition.

For more information, see the section Kernel Types.

Last updated: September 23, 2026