sig
module Spec : Specs.Eval
module Inducing :
sig
type t
val choose_n_first_inputs :
Spec.Kernel.t -> Spec.Inputs.t -> n_inducing:int -> Spec.Inducing.t
val choose_n_random_inputs :
?rnd_state:Core.Std.Random.State.t ->
Spec.Kernel.t -> Spec.Inputs.t -> n_inducing:int -> Spec.Inducing.t
val calc :
Spec.Kernel.t -> Spec.Inducing.t -> Interfaces.Sigs.Eval.Inducing.t
val get_points : Interfaces.Sigs.Eval.Inducing.t -> Spec.Inducing.t
end
module Input :
sig
type t
val calc :
Interfaces.Sigs.Eval.Inducing.t ->
Spec.Input.t -> Interfaces.Sigs.Eval.Input.t
end
module Inputs :
sig
type t
val create_default_kernel :
Spec.Inputs.t -> n_inducing:int -> Spec.Kernel.t
val calc :
Spec.Inputs.t ->
Interfaces.Sigs.Eval.Inducing.t -> Interfaces.Sigs.Eval.Inputs.t
val get_points : Interfaces.Sigs.Eval.Inputs.t -> Spec.Inputs.t
end
module Model :
sig
type t
type co_variance_coeffs
val calc :
Interfaces.Sigs.Eval.Inputs.t ->
sigma2:float -> Interfaces.Sigs.Eval.Model.t
val update_sigma2 :
Interfaces.Sigs.Eval.Model.t -> float -> Interfaces.Sigs.Eval.Model.t
val calc_log_evidence : Interfaces.Sigs.Eval.Model.t -> float
val calc_co_variance_coeffs :
Interfaces.Sigs.Eval.Model.t ->
Interfaces.Sigs.Eval.Model.co_variance_coeffs
val get_kernel : Interfaces.Sigs.Eval.Model.t -> Spec.Kernel.t
val get_sigma2 : Interfaces.Sigs.Eval.Model.t -> float
val get_inputs :
Interfaces.Sigs.Eval.Model.t -> Interfaces.Sigs.Eval.Inputs.t
val get_inducing :
Interfaces.Sigs.Eval.Model.t -> Interfaces.Sigs.Eval.Inducing.t
end
module Trained :
sig
type t
val calc :
Interfaces.Sigs.Eval.Model.t ->
targets:Lacaml.D.vec -> Interfaces.Sigs.Eval.Trained.t
val calc_mean_coeffs : Interfaces.Sigs.Eval.Trained.t -> Lacaml.D.vec
val calc_log_evidence : Interfaces.Sigs.Eval.Trained.t -> float
val get_model :
Interfaces.Sigs.Eval.Trained.t -> Interfaces.Sigs.Eval.Model.t
val get_targets : Interfaces.Sigs.Eval.Trained.t -> Lacaml.D.vec
end
module Stats :
sig
type t = {
n_samples : int;
target_variance : float;
sse : float;
mse : float;
rmse : float;
smse : float;
msll : float;
mad : float;
maxad : float;
}
val calc_n_samples : Interfaces.Sigs.Eval.Trained.t -> int
val calc_target_variance : Interfaces.Sigs.Eval.Trained.t -> float
val calc_sse : Interfaces.Sigs.Eval.Trained.t -> float
val calc_mse : Interfaces.Sigs.Eval.Trained.t -> float
val calc_rmse : Interfaces.Sigs.Eval.Trained.t -> float
val calc_smse : Interfaces.Sigs.Eval.Trained.t -> float
val calc_msll : Interfaces.Sigs.Eval.Trained.t -> float
val calc_mad : Interfaces.Sigs.Eval.Trained.t -> float
val calc_maxad : Interfaces.Sigs.Eval.Trained.t -> float
val calc :
Interfaces.Sigs.Eval.Trained.t -> Interfaces.Sigs.Eval.Stats.t
end
module Mean_predictor :
sig
type t
val calc :
Spec.Inducing.t ->
coeffs:Lacaml.D.vec -> Interfaces.Sigs.Eval.Mean_predictor.t
val calc_trained :
Interfaces.Sigs.Eval.Trained.t ->
Interfaces.Sigs.Eval.Mean_predictor.t
val get_inducing :
Interfaces.Sigs.Eval.Mean_predictor.t -> Spec.Inducing.t
val get_coeffs : Interfaces.Sigs.Eval.Mean_predictor.t -> Lacaml.D.vec
end
module Mean :
sig
type t
val calc :
Interfaces.Sigs.Eval.Mean_predictor.t ->
Interfaces.Sigs.Eval.Input.t -> Interfaces.Sigs.Eval.Mean.t
val get : Interfaces.Sigs.Eval.Mean.t -> float
end
module Means :
sig
type t
val calc :
Interfaces.Sigs.Eval.Mean_predictor.t ->
Interfaces.Sigs.Eval.Inputs.t -> Interfaces.Sigs.Eval.Means.t
val get : Interfaces.Sigs.Eval.Means.t -> Lacaml.D.vec
end
module Co_variance_predictor :
sig
type t
val calc :
Spec.Kernel.t ->
Spec.Inducing.t ->
Interfaces.Sigs.Eval.Model.co_variance_coeffs ->
Interfaces.Sigs.Eval.Co_variance_predictor.t
val calc_model :
Interfaces.Sigs.Eval.Model.t ->
Interfaces.Sigs.Eval.Co_variance_predictor.t
end
module Variance :
sig
type t
val calc :
Interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Interfaces.Sigs.Eval.Input.t -> Interfaces.Sigs.Eval.Variance.t
val get : ?predictive:bool -> Interfaces.Sigs.Eval.Variance.t -> float
end
module Variances :
sig
type t
val calc_model_inputs :
Interfaces.Sigs.Eval.Model.t -> Interfaces.Sigs.Eval.Variances.t
val calc :
Interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Interfaces.Sigs.Eval.Inputs.t -> Interfaces.Sigs.Eval.Variances.t
val get :
?predictive:bool -> Interfaces.Sigs.Eval.Variances.t -> Lacaml.D.vec
end
module Covariances :
sig
type t
val calc_model_inputs :
Interfaces.Sigs.Eval.Model.t -> Interfaces.Sigs.Eval.Covariances.t
val calc :
Interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Interfaces.Sigs.Eval.Inputs.t -> Interfaces.Sigs.Eval.Covariances.t
val get :
?predictive:bool ->
Interfaces.Sigs.Eval.Covariances.t -> Lacaml.D.mat
val get_variances :
Interfaces.Sigs.Eval.Covariances.t ->
Interfaces.Sigs.Eval.Variances.t
end
module Sampler :
sig
type t
val calc :
?predictive:bool ->
Interfaces.Sigs.Eval.Mean.t ->
Interfaces.Sigs.Eval.Variance.t -> Interfaces.Sigs.Eval.Sampler.t
val sample : ?rng:Gsl.Rng.t -> Interfaces.Sigs.Eval.Sampler.t -> float
val samples :
?rng:Gsl.Rng.t ->
Interfaces.Sigs.Eval.Sampler.t -> n:int -> Lacaml.D.vec
end
module Cov_sampler :
sig
type t
val calc :
?predictive:bool ->
Interfaces.Sigs.Eval.Means.t ->
Interfaces.Sigs.Eval.Covariances.t ->
Interfaces.Sigs.Eval.Cov_sampler.t
val sample :
?rng:Gsl.Rng.t -> Interfaces.Sigs.Eval.Cov_sampler.t -> Lacaml.D.vec
val samples :
?rng:Gsl.Rng.t ->
Interfaces.Sigs.Eval.Cov_sampler.t -> n:int -> Lacaml.D.mat
end
end