Question matrix W

[shizukann]

Max-value-Entropy-Search/utils/sampleMaximumValues.m

Lines 31 to 32 in 8601220

	W = randn(nFeatures, d) .* repmat(sqrt(l(i,:)), nFeatures, 1);
	b = 2 * pi * rand(nFeatures, 1);

Dear Dr. Wang,

I see this script is adapted from the code for the paper PES, and these two lines are not modified. I see that b is from a uniform distribution in (0, 2*pi), however, I do not understand how this W comes from? why can we element-wise multiply the square root of l the length scale ?

Thank you for your time and help in advance.