Class

io.github.mandar2812.dynaml.kernels

LocallyStationaryKernel

Related Doc: package kernels

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class LocallyStationaryKernel[I] extends CovarianceFunction[I, Double, DenseMatrix[Double]] with LocalScalarKernel[I]

Implementation of locally stationary kernels as defined in http://jmlr.csail.mit.edu/papers/volume2/genton01a/genton01a.pdf

K(x,y) = K1(x+y/2)×K2(x-y)

I

The index set or input domain over which the kernel function is evaluated.

Linear Supertypes
LocalScalarKernel[I], CovarianceFunction[I, Double, DenseMatrix[Double]], Kernel[I, Double], Serializable, Serializable, AnyRef, Any
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  2. By Inheritance
Inherited
  1. LocallyStationaryKernel
  2. LocalScalarKernel
  3. CovarianceFunction
  4. Kernel
  5. Serializable
  6. Serializable
  7. AnyRef
  8. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new LocallyStationaryKernel(baseKernel: StationaryKernel[I, Double, DenseMatrix[Double]], scalingFunc: DataPipe[I, Double])(implicit ev: Field[I])

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    baseKernel

    The kernel given by K2, it is assumed that the user inputs a valid stationary kernel

    scalingFunc

    The non-negative scaling function K1(.)

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[I]

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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[I]](otherKernel: T)(implicit ev: ClassTag[I]): CompositeCovariance[I]

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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[I]](otherKernel: T)(implicit ev: ClassTag[I]): CompositeCovariance[I]

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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[I, 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[(I, 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[I]](otherKernel: K): CompositeCovariance[I]

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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[I]]

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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. val base_kernel_id: String

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  13. def block(h: String*): Unit

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  14. def block_all_hyper_parameters: Unit

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  15. var blocked_hyper_parameters: List[String]

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

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

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

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

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    Definition Classes
    LocalScalarKernelCovarianceFunction
  20. def clone(): AnyRef

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

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

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

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

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

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    Definition Classes
    AnyRef → Any
  26. def evaluate(x: I, y: I): Double

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

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  28. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  29. final def getClass(): Class[_]

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

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

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  32. def hashCode(): Int

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

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  34. final def isInstanceOf[T0]: Boolean

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

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

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

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    Definition Classes
    AnyRef
  38. var rowBlocking: Int

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

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

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  41. var state: Map[String, Double]

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

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    Definition Classes
    AnyRef
  43. def toString(): String

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

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

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from LocalScalarKernel[I]

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

Inherited from Kernel[I, Double]

Inherited from Serializable

Inherited from Serializable

Inherited from AnyRef

Inherited from Any

Ungrouped