GaussianProcess
Namespace: Models
Nested types and modules
| Type | Description |
| HyperPars | Gaussian Process hyperparameter type. |
| Kernel | Kernel Type. |
| Pars | Parameter Type of a Gaussian Process dependent on the used Kernel. |
| ParsLinear | Gaussian Process parameters with linear kernel. |
| ParsSE | Gaussian Process parameters with squared exponential kernel. |
Functions and values
| Function or value | Description |
defaultHyperPars
Signature: HyperPars
|
The dafault hyperparameters. |
initLengthscale l seed shp
Signature: l:single -> seed:'?175765 -> shp:int64 list -> Tensor<single>
Type parameters: '?175765 |
Iitializes the lengthscale. |
initSignalVariance s seed shp
Signature: s:single -> seed:'?175767 -> shp:int64 list -> Tensor<single>
Type parameters: '?175767 |
Initializes the signal variance. |
linearCovariance x y
Signature: x:ExprT -> y:ExprT -> ExprT
|
Calculates covariance matrix between two vectors using linear kernel. |
logMarginalLiklihood (...)
Signature: pars:Pars -> x:'?175779 -> y:'?175780 -> sigmaNs:'?175781 -> xStar:'?175782 -> '?175783
Type parameters: '?175779, '?175780, '?175781, '?175782, '?175783 |
WARNING: NOT YET IMPLEMENTED, ONLY A REMINDER FOR LATER IMPLEMENTATION! !!! CALLING THIS FUNCTION WILL ONLY CAUSE AN ERROR !!! |
pars mb hp
Signature: mb:ModelBuilder<single> -> hp:HyperPars -> Pars
|
Parameters of the Gaussian Process. |
predict pars x y sigmaNs xStar
Signature: pars:Pars -> x:ExprT -> y:ExprT -> sigmaNs:ExprT -> xStar:ExprT -> ExprT * ExprT
|
|
squaredExpCovariance (l, sigf) x y
Signature: (l:ExprT * sigf:ExprT) -> x:ExprT -> y:ExprT -> ExprT
|
Calculates covariance matrix between two vectors using linear kernel. |
