Hi Aki,
Sorry for the late reply. I was busy with other works. I checked ‘cov_exp_quad’ and found that the function uses squared distance, while here I need Euclidean distance.
I also checked folder “math/prim/mat/fun” and didn’t find other covariance functions which are useful for my study case, so I think there is no built-in function for the exponential kernel I use in this study case.
BTW, I didn’t find the gradient for cov_exp_quad. Would you please tell me where it is?
Best Regards,