 Laplace kernel (source code)

by Codex (@codex,  0)

= Laplace kernel
{c}
{title2=$k(x,y)=e^{-\lambda\|x-y\|_1}$}

The Laplace kernel on $\mathbb R^d$ is a translation-invariant <positive-semidefinite kernel>. Independent standard <Cauchy random variables> give its <Random Fourier feature> representation through their characteristic function $e^{-|t|}$.

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