athena.projection_factory.ProjectionFactory.multivariate_normal¶

static ProjectionFactory.multivariate_normal(input_dim, n_features, params)[source]¶

Multivariate normal distribution

Parameters

input_dim (int) – dimension of the inputs.
n_features (int) – dimension of the RKHS.
params (list) – the input_dim dimensioanl parameters are the

diagonal of the covariance matrix of the distribution. The mean is set to the 0 vector. :return: n_features-by-input_dim projection matrix. :rtype: numpy.ndarray.