module Inducing: sig
.. end
Derivatives of the covariance matrix of inducing inputs
type
upper
Representation of precomputed data for calculating the
upper triangle of the derivative of the covariance matrix
of inducing inputs.
val calc_shared_upper : Eval.Kernel.t ->
Gpr_interfaces.Specs.Eval.Inducing.t ->
Lacaml.D.mat * upper
calc_shared_upper kernel inducing
Returns the pair (eval, upper)
,
where eval
is the upper triangle of the covariance matrix of
inducing inputs for kernel
, and upper
is the precomputed data
needed for taking derivatives.
val calc_deriv_upper : upper ->
Gpr_interfaces.Specs.Deriv.Hyper.t -> Gpr_interfaces.symm_mat_deriv
calc_deriv_upper upper hyper
Returns the derivative of the
(symmetric) covariance matrix of inducing inputs given precomputed
data upper
and the hyper
-variable.