Module Interfaces.Specs.Deriv.Inputs

module Inputs: sig .. end
Derivatives of the (cross-) covariance matrix of inputs.

type diag 
Representation of precomputed data for calculating the derivative of the diagonal of the covariance matrix of inputs.
type cross 
Representation of precomputed data for calculating the derivative of the cross-covariance matrix between inputs and inducing inputs.
val calc_shared_diag : Eval.Kernel.t ->
Interfaces.Specs.Eval.Inputs.t ->
Lacaml.D.vec * diag
calc_shared_diag kernel inputs
Returns the pair (eval, diag), where eval is the diagonal of the covariance matrix of inputs for kernel, and diag is the precomputed data needed for taking derivatives.
val calc_shared_cross : Eval.Kernel.t ->
inputs:Interfaces.Specs.Eval.Inputs.t ->
inducing:Interfaces.Specs.Eval.Inducing.t ->
Lacaml.D.mat * cross
calc_shared_cross kernel ~inputs ~inducing
Returns the pair (eval, cross), where eval is the cross-covariance matrix of inputs and inducing inputs for kernel, and diag is the precomputed data needed for taking derivatives.
val calc_deriv_diag : diag ->
Interfaces.Specs.Deriv.Hyper.t -> Interfaces.diag_deriv
calc_deriv_diag diag hyper
Returns the derivative of the diagonal of the covariance matrix of inputs given precomputed data diag and the hyper-variable.
val calc_deriv_cross : cross ->
Interfaces.Specs.Deriv.Hyper.t -> Interfaces.mat_deriv
calc_deriv_cross cross hyper
Returns the derivative of the cross-covariance matrix of the inputs and inducing inputs given precomputed data cross and the hyper-variable.