Class/Object

io.github.mandar2812.dynaml.kernels

GaussianSpectralKernel

Related Docs: object GaussianSpectralKernel | package kernels

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class GaussianSpectralKernel[T] extends StationaryKernel[T, Double, DenseMatrix[Double]] with LocalScalarKernel[T]

Implements the gaussian spectral mixture kernel as outlined in Wilson et. al.

The kernel is defined as the inverse fourier transform of a gaussian spectral density as is shown by Bochner's theorem.

K(d) = exp(-2π2 dTΣ-1d) × cos(2πμTd)

T

The domain over which the kernel is defined

Linear Supertypes
LocalScalarKernel[T], StationaryKernel[T, Double, DenseMatrix[Double]], CovarianceFunction[T, Double, DenseMatrix[Double]], Kernel[T, Double], Serializable, Serializable, AnyRef, Any
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Inherited
  1. GaussianSpectralKernel
  2. LocalScalarKernel
  3. StationaryKernel
  4. CovarianceFunction
  5. Kernel
  6. Serializable
  7. Serializable
  8. AnyRef
  9. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new GaussianSpectralKernel(center: T, scale: T, enc: Encoder[Map[String, Double], (T, T)])(implicit field: Field[T], innerProd: InnerProductSpace[T, Double])

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    center

    The center of the spectral power distribution.

    scale

    The std deviation of the spectral power distribution.

    enc

    A reversible transformation to convert the kernel's state from a Map to tuple of T, implemented as an Encoder

Value Members

  1. final def !=(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any
  3. def *(c: Double): LocalScalarKernel[T]

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    Returns the kernel multiplied by a positive constant: k_new = k*c

    Returns the kernel multiplied by a positive constant: k_new = k*c

    Definition Classes
    LocalScalarKernel
  4. def *[T <: LocalScalarKernel[T]](otherKernel: T)(implicit ev: ClassTag[T]): CompositeCovariance[T]

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    Create composite kernel k = k1 * k2

    Create composite kernel k = k1 * k2

    otherKernel

    The kernel to multiply to the current one.

    returns

    The kernel k defined above.

    Definition Classes
    LocalScalarKernel
  5. def +[T <: LocalScalarKernel[T]](otherKernel: T)(implicit ev: ClassTag[T]): CompositeCovariance[T]

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    Create composite kernel k = k1 + k2

    Create composite kernel k = k1 + k2

    param otherKernel The kernel to add to the current one. return The kernel k defined above.

    Definition Classes
    LocalScalarKernel
  6. def :*[T1](otherKernel: LocalScalarKernel[T1]): KroneckerProductKernel[T, T1]

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    Construct the kronecker product kernel

    Construct the kronecker product kernel

    Definition Classes
    LocalScalarKernel
  7. def :+[T1](otherKernel: LocalScalarKernel[T1]): CompositeCovariance[(T, T1)]

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    Definition Classes
    LocalScalarKernel
  8. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  9. def >[K <: GenericRBFKernel[T]](otherKernel: K): CompositeCovariance[T]

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    Construct a 2 layer kernel K = k1 > rbf

    Construct a 2 layer kernel K = k1 > rbf

    Definition Classes
    LocalScalarKernel
  10. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  11. def asPipe: DataPipe[Map[String, Double], LocalScalarKernel[T]]

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    Get a pipeline which when given a particular configuration of hyper-parameters returns this kernel function set with that configuration.

    Get a pipeline which when given a particular configuration of hyper-parameters returns this kernel function set with that configuration.

    Definition Classes
    LocalScalarKernel
  12. def block(h: String*): Unit

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    Definition Classes
    CovarianceFunction
  13. def block_all_hyper_parameters: Unit

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    Definition Classes
    CovarianceFunction
  14. var blocked_hyper_parameters: List[String]

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    Definition Classes
    CovarianceFunction
  15. def buildBlockedCrossKernelMatrix[S <: Seq[T]](dataset1: S, dataset2: S): PartitionedMatrix

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    Definition Classes
    LocalScalarKernel
  16. def buildBlockedKernelMatrix[S <: Seq[T]](mappedData: S, length: Long): PartitionedPSDMatrix

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    Definition Classes
    LocalScalarKernel
  17. def buildCrossKernelMatrix[S <: Seq[T]](dataset1: S, dataset2: S): DenseMatrix[Double]

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    Definition Classes
    LocalScalarKernelCovarianceFunction
  18. def buildKernelMatrix[S <: Seq[T]](mappedData: S, length: Int): KernelMatrix[DenseMatrix[Double]]

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    Definition Classes
    LocalScalarKernelCovarianceFunction
  19. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  20. var colBlocking: Int

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    Definition Classes
    LocalScalarKernel
  21. def effective_hyper_parameters: List[String]

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    Definition Classes
    CovarianceFunction
  22. def effective_state: Map[String, Double]

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    Definition Classes
    CovarianceFunction
  23. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  24. def equals(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  25. def eval(x: T): Double

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    Definition Classes
    StationaryKernel
  26. def evalAt(config: Map[String, Double])(x: T): Double

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  27. def evaluate(x: T, y: T): Double

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    Definition Classes
    CovarianceFunctionKernel
  28. def evaluateAt(config: Map[String, Double])(x: T, y: T): Double

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    Definition Classes
    StationaryKernelCovarianceFunction
  29. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  30. def getCenterAndScale(c: Map[String, Double]): (T, T)

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    Helper function to output the center and scale

  31. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  32. def gradient(x: T, y: T): Map[String, Double]

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    Definition Classes
    CovarianceFunction
  33. def gradientAt(config: Map[String, Double])(x: T, y: T): Map[String, Double]

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  34. def hashCode(): Int

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    Definition Classes
    AnyRef → Any
  35. val hyper_parameters: List[String]

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  36. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  37. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  38. final def notify(): Unit

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    Definition Classes
    AnyRef
  39. final def notifyAll(): Unit

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    Definition Classes
    AnyRef
  40. val parameterEncoding: Encoder[Map[String, Double], (T, T)]

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    A reversible data pipe which can convert a configuration into a tuple of T containing the center and scale of the underlying gaussian spectral density.

    A reversible data pipe which can convert a configuration into a tuple of T containing the center and scale of the underlying gaussian spectral density.

    All classes extending GaussianSpectralKernel need to implement this encoding.

  41. var rowBlocking: Int

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    Definition Classes
    LocalScalarKernel
  42. def setBlockSizes(s: (Int, Int)): Unit

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    Definition Classes
    LocalScalarKernel
  43. def setHyperParameters(h: Map[String, Double]): GaussianSpectralKernel.this.type

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    Definition Classes
    CovarianceFunction
  44. var state: Map[String, Double]

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    Definition Classes
    CovarianceFunction
  45. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  46. def toString(): String

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    Definition Classes
    AnyRef → Any
  47. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  48. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  49. final def wait(arg0: Long): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from LocalScalarKernel[T]

Inherited from StationaryKernel[T, Double, DenseMatrix[Double]]

Inherited from CovarianceFunction[T, Double, DenseMatrix[Double]]

Inherited from Kernel[T, Double]

Inherited from Serializable

Inherited from Serializable

Inherited from AnyRef

Inherited from Any

Ungrouped