module Inputs: sig
.. end
Signature for evaluating multiple inputs
type
t
Type of input points
val create : Interfaces.Specs.Eval.Input.t array -> t
create inputs
Returns inputs given an array of single inputs
.
val get_n_points : t -> int
get_n_points inputs
Returns number of input points.
val choose_subset : t ->
Gpr_utils.Int_vec.t -> t
choose_subset inputs indexes
Returns subset of input
points from inputs
having indexes
.
val create_inducing : Interfaces.Specs.Kernel.t ->
t -> Interfaces.Specs.Eval.Inducing.t
create_inducing kernel inputs
Returns inducing points
made from inputs
and given kernel
.
val create_default_kernel_params : t ->
n_inducing:int -> Interfaces.Specs.Kernel.params
create_default_kernel_params inputs ~n_inducing
Returns default kernel parameters to be used with n_inducing
inducing points and inputs
.
val calc_upper : Interfaces.Specs.Kernel.t -> t -> Lacaml.D.mat
calc_upper kernel inputs
Returns upper triangle of
covariance matrix of inputs
given kernel
.
val calc_diag : Interfaces.Specs.Kernel.t -> t -> Lacaml.D.vec
calc_diag kernel inputs
Returns diagonal of
covariance matrix of inputs
given kernel
.
val calc_cross : Interfaces.Specs.Kernel.t ->
inputs:t ->
inducing:Interfaces.Specs.Eval.Inducing.t -> Lacaml.D.mat
calc_cross kernel ~inputs ~inducing
Returns cross-covariance
matrix of inputs
(indexing rows) and inducing
points
(indexing columns).
val weighted_eval : Interfaces.Specs.Kernel.t ->
inputs:t ->
inducing:Interfaces.Specs.Eval.Inducing.t ->
coeffs:Lacaml.D.vec -> Lacaml.D.vec
weighted_eval kernel ~inputs ~inducing ~coeffs
Returns vector of coeff
-weighted sums of covariances between
inputs
and inducing
inputs given kernel
.