Class/Object

io.github.mandar2812.dynaml.models.bayes

GaussianProcessPrior

Related Docs: object GaussianProcessPrior | package bayes

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abstract class GaussianProcessPrior[I, MeanFuncParams] extends StochasticProcessPrior[I, Double, PartitionedVector, MultGaussianPRV, MultGaussianPRV, AbstractGPRegressionModel[Seq[(I, Double)], I]]

Represents a Gaussian Process Prior over functions.

I

The index set or domain

MeanFuncParams

The type of the parameters expressing the trend/mean function

Self Type
GaussianProcessPrior[I, MeanFuncParams]
Linear Supertypes
StochasticProcessPrior[I, Double, PartitionedVector, MultGaussianPRV, MultGaussianPRV, AbstractGPRegressionModel[Seq[(I, Double)], I]], Serializable, Serializable, AnyRef, Any
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Inherited
  1. GaussianProcessPrior
  2. StochasticProcessPrior
  3. Serializable
  4. Serializable
  5. AnyRef
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Instance Constructors

  1. new GaussianProcessPrior(covariance: LocalScalarKernel[I], noiseCovariance: LocalScalarKernel[I])(implicit arg0: ClassTag[I])

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    covariance

    A LocalScalarKernel over the index set I, represents the covariance or kernel function of the gaussian process prior measure.

    noiseCovariance

    A LocalScalarKernel instance representing the measurement noise over realisations of the prior.

Type Members

  1. type GPModel = AbstractGPRegressionModel[Seq[(I, Double)], I]

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Abstract Value Members

  1. abstract def _meanFuncParams: MeanFuncParams

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  2. abstract def meanFuncParams_(p: MeanFuncParams): Unit

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  3. abstract val meanFunctionPipe: MetaPipe[MeanFuncParams, I, Double]

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  4. abstract val trendParamsEncoder: Encoder[MeanFuncParams, Map[String, Double]]

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Concrete 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 *(scalingFunc: DataPipe[I, Double]): GaussianProcessPrior[I, MeanFuncParams]

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    Define a prior over the process which is a scaled version of the base GP.

    Define a prior over the process which is a scaled version of the base GP.

    z ~ GP(m(.), K(.,.))

    y = g(x)×z

    y ~ GP(g(x)×m(x), g(x)K(x,x')g(x'))

  4. final def ==(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any
  5. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  6. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  7. val covariance: LocalScalarKernel[I]

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    A LocalScalarKernel over the index set I, represents the covariance or kernel function of the gaussian process prior measure.

  8. final def eq(arg0: AnyRef): Boolean

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

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    Definition Classes
    AnyRef → Any
  10. def finalize(): Unit

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

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    Definition Classes
    AnyRef → Any
  12. def globalOptConfig_(conf: Map[String, String]): Unit

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    Append the global optimization configuration

  13. def hashCode(): Int

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    Definition Classes
    AnyRef → Any
  14. var hyperPrior: Map[String, ContinuousRVWithDistr[Double, ContinuousDistr[Double]]]

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    Attributes
    protected
    Definition Classes
    StochasticProcessPrior
  15. def hyperPrior_(h: Map[String, ContinuousRVWithDistr[Double, ContinuousDistr[Double]]]): Unit

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    Definition Classes
    StochasticProcessPrior
  16. val initial_covariance_state: Map[String, Double]

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    Attributes
    protected
  17. final def isInstanceOf[T0]: Boolean

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

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    Definition Classes
    AnyRef
  19. val noiseCovariance: LocalScalarKernel[I]

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    A LocalScalarKernel instance representing the measurement noise over realisations of the prior.

  20. final def notify(): Unit

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

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    Definition Classes
    AnyRef
  22. def posteriorModel(data: Seq[(I, Double)]): GPModel

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    Given some data, return a gaussian process regression model

    Given some data, return a gaussian process regression model

    data

    A Sequence of input patterns and responses

    Definition Classes
    GaussianProcessPriorStochasticProcessPrior
  23. def posteriorModelPipe: DataPipe2[Seq[(I, Double)], DataPipe[I, Double], GPModel]

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    Data pipe which takes as input training data and a trend model, outputs a tuned gaussian process regression model.

  24. def posteriorRV[U <: Seq[I]](data: Seq[(I, Double)])(test: U): MultGaussianPRV

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    Definition Classes
    StochasticProcessPrior
  25. def priorDistribution[U <: Seq[I]](d: U): MultGaussianPRV

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    Returns the distribution of response values, evaluated over a set of domain points of type I.

    Returns the distribution of response values, evaluated over a set of domain points of type I.

    Definition Classes
    GaussianProcessPriorStochasticProcessPrior
  26. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  27. def toString(): String

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    Definition Classes
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  28. final def wait(): Unit

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    Annotations
    @throws( ... )
  29. final def wait(arg0: Long, arg1: Int): Unit

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    @throws( ... )
  30. final def wait(arg0: Long): Unit

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    Definition Classes
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    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from AnyRef

Inherited from Any

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