Class/Object

io.github.mandar2812.dynaml.models.sgp

ESGPModel

Related Docs: object ESGPModel | package sgp

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abstract class ESGPModel[T, I] extends ContinuousProcessModel[T, I, Double, BlockedMESNRV] with SecondOrderProcessModel[T, I, Double, Double, DenseMatrix[Double], BlockedMESNRV] with GloballyOptimizable

Implementation of Extended Skew-Gaussian Process regression model. This is represented with a finite dimensional BlockedMESNRV distribution of Adcock and Schutes.

Linear Supertypes
GloballyOptimizable, SecondOrderProcessModel[T, I, Double, Double, DenseMatrix[Double], BlockedMESNRV], ContinuousProcessModel[T, I, Double, BlockedMESNRV], StochasticProcessModel[T, I, Double, BlockedMESNRV], Model[T, I, Double], AnyRef, Any
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Inherited
  1. ESGPModel
  2. GloballyOptimizable
  3. SecondOrderProcessModel
  4. ContinuousProcessModel
  5. StochasticProcessModel
  6. Model
  7. AnyRef
  8. Any
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Visibility
  1. Public
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Instance Constructors

  1. new ESGPModel(cov: LocalScalarKernel[I], n: LocalScalarKernel[I], data: T, num: Int, lambda: Double, tau: Double, meanFunc: DataPipe[I, Double] = DataPipe((_:I) => 0.0))(implicit arg0: ClassTag[I])

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Abstract Value Members

  1. abstract def dataAsSeq(data: T): Seq[(I, Double)]

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    Convert from the underlying data structure to Seq[(I, Y)] where I is the index set of the GP and Y is the value/label type.

    Convert from the underlying data structure to Seq[(I, Y)] where I is the index set of the GP and Y is the value/label type.

    Definition Classes
    StochasticProcessModel

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

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    Definition Classes
    AnyRef → Any
  4. def _blockSize: Int

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  5. def _current_state: Map[String, Double]

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    Definition Classes
    GloballyOptimizable
  6. def _errorSigma: Int

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    Definition Classes
    ContinuousProcessModel
  7. def _hyper_parameters: List[String]

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    Definition Classes
    GloballyOptimizable
  8. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  9. var blockSize: Int

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    Attributes
    protected
  10. def blockSize_(b: Int): Unit

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  11. var caching: Boolean

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    Attributes
    protected
  12. def calculateEnergyPipe(h: Map[String, Double], options: Map[String, String]): DataPipe2[Seq[I], PartitionedVector, Double]

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    Returns a DataPipe2 which calculates the energy of data: T.

    Returns a DataPipe2 which calculates the energy of data: T. See: energy below.

  13. def clone(): AnyRef

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

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    Underlying covariance function of the Gaussian Processes.

    Underlying covariance function of the Gaussian Processes.

    Definition Classes
    ESGPModelSecondOrderProcessModel
  15. var current_state: Map[String, Double]

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    A Map which stores the current state of the system.

    A Map which stores the current state of the system.

    Attributes
    protected
    Definition Classes
    ESGPModelGloballyOptimizable
  16. def data: T

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    Definition Classes
    Model
  17. def dataAsIndexSeq(data: T): Seq[I]

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    Convert from the underlying data structure to Seq[I] where I is the index set of the GP

    Convert from the underlying data structure to Seq[I] where I is the index set of the GP

    Definition Classes
    StochasticProcessModel
  18. def energy(h: Map[String, Double], options: Map[String, String]): Double

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    Calculates the energy of the configuration, in most global optimization algorithms we aim to find an approximate value of the hyper-parameters such that this function is minimized.

    Calculates the energy of the configuration, in most global optimization algorithms we aim to find an approximate value of the hyper-parameters such that this function is minimized.

    h

    The value of the hyper-parameters in the configuration space

    options

    Optional parameters about configuration

    returns

    Configuration Energy E(h)

    Definition Classes
    ESGPModelGloballyOptimizable
  19. final def eq(arg0: AnyRef): Boolean

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

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    Definition Classes
    AnyRef → Any
  21. def errorSigma_(s: Int): Unit

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    Definition Classes
    ContinuousProcessModel
  22. def finalize(): Unit

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    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  23. val g: T

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    The training data

    The training data

    Attributes
    protected
    Definition Classes
    ESGPModelModel
  24. final def getClass(): Class[_]

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    Definition Classes
    AnyRef → Any
  25. def hashCode(): Int

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    Definition Classes
    AnyRef → Any
  26. var hyper_parameters: List[String]

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    Stores the names of the hyper-parameters

    Stores the names of the hyper-parameters

    Attributes
    protected
    Definition Classes
    ESGPModelGloballyOptimizable
  27. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  28. val mean: DataPipe[I, Double]

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    Mean Function: Takes a member of the index set (input) and returns the corresponding mean of the distribution corresponding to input.

    Mean Function: Takes a member of the index set (input) and returns the corresponding mean of the distribution corresponding to input.

    Definition Classes
    ESGPModelSecondOrderProcessModel
  29. final def ne(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  30. val noiseModel: LocalScalarKernel[I]

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  31. final def notify(): Unit

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

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    Definition Classes
    AnyRef
  33. val npoints: Int

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  34. var partitionedKernelMatrixCache: PartitionedPSDMatrix

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    Attributes
    protected
  35. def persist(state: Map[String, Double]): Unit

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    Cache the training kernel and noise matrices for fast access in future predictions.

    Cache the training kernel and noise matrices for fast access in future predictions.

    Definition Classes
    ESGPModelGloballyOptimizable
  36. def predict(point: I): Double

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    Predict the value of the target variable given a point.

    Predict the value of the target variable given a point.

    Definition Classes
    ESGPModelModel
  37. def predictionWithErrorBars[U <: Seq[I]](testData: U, sigma: Int): Seq[(I, Double, Double, Double)]

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    Draw three predictions from the posterior predictive distribution 1) Mean or MAP estimate Y 2) Y- : The lower error bar estimate (mean - sigma*stdDeviation) 3) Y+ : The upper error bar.

    Draw three predictions from the posterior predictive distribution 1) Mean or MAP estimate Y 2) Y- : The lower error bar estimate (mean - sigma*stdDeviation) 3) Y+ : The upper error bar. (mean + sigma*stdDeviation)

    Definition Classes
    ESGPModelContinuousProcessModel
  38. def predictiveDistribution[U <: Seq[I]](test: U): BlockedMESNRV

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    Calculates posterior predictive distribution for a particular set of test data points.

    Calculates posterior predictive distribution for a particular set of test data points.

    test

    A Sequence or Sequence like data structure storing the values of the input patters.

    Definition Classes
    ESGPModelStochasticProcessModel
  39. def setState(s: Map[String, Double]): ESGPModel.this.type

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    Set the model "state" which contains values of its hyper-parameters with respect to the covariance and noise kernels.

  40. final def synchronized[T0](arg0: ⇒ T0): T0

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    Definition Classes
    AnyRef
  41. def test(testData: T): Seq[(I, Double, Double, Double, Double)]

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    Returns a prediction with error bars for a test set of indexes and labels.

    Returns a prediction with error bars for a test set of indexes and labels. (Index, Actual Value, Prediction, Lower Bar, Higher Bar)

    Definition Classes
    ContinuousProcessModel
  42. def toString(): String

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    Definition Classes
    AnyRef → Any
  43. lazy val trainingData: Seq[I]

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    Attributes
    protected
  44. lazy val trainingDataLabels: PartitionedVector

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    Attributes
    protected
  45. def unpersist(): Unit

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    Forget the cached kernel & noise matrices.

  46. final def wait(): Unit

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

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from GloballyOptimizable

Inherited from SecondOrderProcessModel[T, I, Double, Double, DenseMatrix[Double], BlockedMESNRV]

Inherited from ContinuousProcessModel[T, I, Double, BlockedMESNRV]

Inherited from StochasticProcessModel[T, I, Double, BlockedMESNRV]

Inherited from Model[T, I, Double]

Inherited from AnyRef

Inherited from Any

Ungrouped