sig
module type Eval =
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 -> Gpr_interfaces.Sigs.Eval.Inducing.t
val get_points :
Gpr_interfaces.Sigs.Eval.Inducing.t -> Spec.Inducing.t
end
module Input :
sig
type t
val calc :
Gpr_interfaces.Sigs.Eval.Inducing.t ->
Spec.Input.t -> Gpr_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 ->
Gpr_interfaces.Sigs.Eval.Inducing.t ->
Gpr_interfaces.Sigs.Eval.Inputs.t
val get_points : Gpr_interfaces.Sigs.Eval.Inputs.t -> Spec.Inputs.t
end
module Model :
sig
type t
type co_variance_coeffs
val calc :
Gpr_interfaces.Sigs.Eval.Inputs.t ->
sigma2:float -> Gpr_interfaces.Sigs.Eval.Model.t
val update_sigma2 :
Gpr_interfaces.Sigs.Eval.Model.t ->
float -> Gpr_interfaces.Sigs.Eval.Model.t
val calc_log_evidence : Gpr_interfaces.Sigs.Eval.Model.t -> float
val calc_co_variance_coeffs :
Gpr_interfaces.Sigs.Eval.Model.t ->
Gpr_interfaces.Sigs.Eval.Model.co_variance_coeffs
val get_kernel : Gpr_interfaces.Sigs.Eval.Model.t -> Spec.Kernel.t
val get_sigma2 : Gpr_interfaces.Sigs.Eval.Model.t -> float
val get_inputs :
Gpr_interfaces.Sigs.Eval.Model.t ->
Gpr_interfaces.Sigs.Eval.Inputs.t
val get_inducing :
Gpr_interfaces.Sigs.Eval.Model.t ->
Gpr_interfaces.Sigs.Eval.Inducing.t
end
module Trained :
sig
type t
val calc :
Gpr_interfaces.Sigs.Eval.Model.t ->
targets:Lacaml.D.vec -> Gpr_interfaces.Sigs.Eval.Trained.t
val calc_mean_coeffs :
Gpr_interfaces.Sigs.Eval.Trained.t -> Lacaml.D.vec
val calc_log_evidence : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val get_model :
Gpr_interfaces.Sigs.Eval.Trained.t ->
Gpr_interfaces.Sigs.Eval.Model.t
val get_targets :
Gpr_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 : Gpr_interfaces.Sigs.Eval.Trained.t -> int
val calc_target_variance :
Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_sse : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_mse : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_rmse : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_smse : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_msll : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_mad : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc_maxad : Gpr_interfaces.Sigs.Eval.Trained.t -> float
val calc :
Gpr_interfaces.Sigs.Eval.Trained.t ->
Gpr_interfaces.Sigs.Eval.Stats.t
end
module Mean_predictor :
sig
type t
val calc :
Spec.Inducing.t ->
coeffs:Lacaml.D.vec -> Gpr_interfaces.Sigs.Eval.Mean_predictor.t
val calc_trained :
Gpr_interfaces.Sigs.Eval.Trained.t ->
Gpr_interfaces.Sigs.Eval.Mean_predictor.t
val get_inducing :
Gpr_interfaces.Sigs.Eval.Mean_predictor.t -> Spec.Inducing.t
val get_coeffs :
Gpr_interfaces.Sigs.Eval.Mean_predictor.t -> Lacaml.D.vec
end
module Mean :
sig
type t
val calc :
Gpr_interfaces.Sigs.Eval.Mean_predictor.t ->
Gpr_interfaces.Sigs.Eval.Input.t ->
Gpr_interfaces.Sigs.Eval.Mean.t
val get : Gpr_interfaces.Sigs.Eval.Mean.t -> float
end
module Means :
sig
type t
val calc :
Gpr_interfaces.Sigs.Eval.Mean_predictor.t ->
Gpr_interfaces.Sigs.Eval.Inputs.t ->
Gpr_interfaces.Sigs.Eval.Means.t
val get : Gpr_interfaces.Sigs.Eval.Means.t -> Lacaml.D.vec
end
module Co_variance_predictor :
sig
type t
val calc :
Spec.Kernel.t ->
Spec.Inducing.t ->
Gpr_interfaces.Sigs.Eval.Model.co_variance_coeffs ->
Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t
val calc_model :
Gpr_interfaces.Sigs.Eval.Model.t ->
Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t
end
module Variance :
sig
type t
val calc :
Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Gpr_interfaces.Sigs.Eval.Input.t ->
Gpr_interfaces.Sigs.Eval.Variance.t
val get :
?predictive:bool -> Gpr_interfaces.Sigs.Eval.Variance.t -> float
end
module Variances :
sig
type t
val calc_model_inputs :
Gpr_interfaces.Sigs.Eval.Model.t ->
Gpr_interfaces.Sigs.Eval.Variances.t
val calc :
Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Gpr_interfaces.Sigs.Eval.Inputs.t ->
Gpr_interfaces.Sigs.Eval.Variances.t
val get :
?predictive:bool ->
Gpr_interfaces.Sigs.Eval.Variances.t -> Lacaml.D.vec
end
module Covariances :
sig
type t
val calc_model_inputs :
Gpr_interfaces.Sigs.Eval.Model.t ->
Gpr_interfaces.Sigs.Eval.Covariances.t
val calc :
Gpr_interfaces.Sigs.Eval.Co_variance_predictor.t ->
sigma2:float ->
Gpr_interfaces.Sigs.Eval.Inputs.t ->
Gpr_interfaces.Sigs.Eval.Covariances.t
val get :
?predictive:bool ->
Gpr_interfaces.Sigs.Eval.Covariances.t -> Lacaml.D.mat
val get_variances :
Gpr_interfaces.Sigs.Eval.Covariances.t ->
Gpr_interfaces.Sigs.Eval.Variances.t
end
module Sampler :
sig
type t
val calc :
?predictive:bool ->
Gpr_interfaces.Sigs.Eval.Mean.t ->
Gpr_interfaces.Sigs.Eval.Variance.t ->
Gpr_interfaces.Sigs.Eval.Sampler.t
val sample :
?rng:Gsl.Rng.t -> Gpr_interfaces.Sigs.Eval.Sampler.t -> float
val samples :
?rng:Gsl.Rng.t ->
Gpr_interfaces.Sigs.Eval.Sampler.t -> n:int -> Lacaml.D.vec
end
module Cov_sampler :
sig
type t
val calc :
?predictive:bool ->
Gpr_interfaces.Sigs.Eval.Means.t ->
Gpr_interfaces.Sigs.Eval.Covariances.t ->
Gpr_interfaces.Sigs.Eval.Cov_sampler.t
val sample :
?rng:Gsl.Rng.t ->
Gpr_interfaces.Sigs.Eval.Cov_sampler.t -> Lacaml.D.vec
val samples :
?rng:Gsl.Rng.t ->
Gpr_interfaces.Sigs.Eval.Cov_sampler.t -> n:int -> Lacaml.D.mat
end
end
module type Deriv =
sig
module Eval : Eval
module Deriv :
sig
module Spec :
sig
module Eval :
sig
module Kernel :
sig
type t = Eval.Spec.Kernel.t
type params = Eval.Spec.Kernel.params
val create : params -> t
val get_params : t -> params
end
module Inducing :
sig
type t = Eval.Spec.Inducing.t
val get_n_points : t -> int
val calc_upper : Kernel.t -> t -> Lacaml.D.mat
end
module Input :
sig
type t = Eval.Spec.Input.t
val eval : Kernel.t -> t -> Inducing.t -> Lacaml.D.vec
val weighted_eval :
Kernel.t ->
t -> Inducing.t -> coeffs:Lacaml.D.vec -> float
val eval_one : Kernel.t -> t -> float
end
module Inputs :
sig
type t = Eval.Spec.Inputs.t
val create : Input.t array -> t
val get_n_points : t -> int
val choose_subset : t -> Gpr_utils.Int_vec.t -> t
val create_inducing : Kernel.t -> t -> Inducing.t
val create_default_kernel_params :
t -> n_inducing:int -> Kernel.params
val calc_upper : Kernel.t -> t -> Lacaml.D.mat
val calc_diag : Kernel.t -> t -> Lacaml.D.vec
val calc_cross :
Kernel.t ->
inputs:t -> inducing:Inducing.t -> Lacaml.D.mat
val weighted_eval :
Kernel.t ->
inputs:t ->
inducing:Inducing.t ->
coeffs:Lacaml.D.vec -> Lacaml.D.vec
end
end
module Hyper :
sig
type t
val get_all :
Eval.Kernel.t ->
Eval.Inducing.t -> Eval.Inputs.t -> t array
val get_value :
Eval.Kernel.t ->
Eval.Inducing.t -> Eval.Inputs.t -> t -> float
val set_values :
Eval.Kernel.t ->
Eval.Inducing.t ->
Eval.Inputs.t ->
t array ->
Lacaml.D.vec ->
Eval.Kernel.t * Eval.Inducing.t * Eval.Inputs.t
end
module Inducing :
sig
type upper
val calc_shared_upper :
Eval.Kernel.t -> Eval.Inducing.t -> Lacaml.D.mat * upper
val calc_deriv_upper : upper -> Hyper.t -> symm_mat_deriv
end
module Inputs :
sig
type diag
type cross
val calc_shared_diag :
Eval.Kernel.t -> Eval.Inputs.t -> Lacaml.D.vec * diag
val calc_shared_cross :
Eval.Kernel.t ->
inputs:Eval.Inputs.t ->
inducing:Eval.Inducing.t -> Lacaml.D.mat * cross
val calc_deriv_diag : diag -> Hyper.t -> diag_deriv
val calc_deriv_cross : cross -> Hyper.t -> mat_deriv
end
end
module Inducing :
sig
type t
val calc :
Eval.Spec.Kernel.t ->
Eval.Spec.Inducing.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Inducing.t
val calc_eval :
Gpr_interfaces.Sigs.Deriv.Deriv.Inducing.t ->
Gpr_interfaces.Sigs.Eval.Inducing.t
end
module Inputs :
sig
type t
val calc :
Gpr_interfaces.Sigs.Deriv.Deriv.Inducing.t ->
Eval.Spec.Inputs.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Inputs.t
val calc_eval :
Gpr_interfaces.Sigs.Deriv.Deriv.Inputs.t ->
Gpr_interfaces.Sigs.Eval.Inputs.t
end
module Model :
sig
type t
type hyper_t
val calc :
Gpr_interfaces.Sigs.Deriv.Deriv.Inputs.t ->
sigma2:float -> Gpr_interfaces.Sigs.Deriv.Deriv.Model.t
val update_sigma2 :
Gpr_interfaces.Sigs.Deriv.Deriv.Model.t ->
float -> Gpr_interfaces.Sigs.Deriv.Deriv.Model.t
val calc_eval :
Gpr_interfaces.Sigs.Deriv.Deriv.Model.t ->
Gpr_interfaces.Sigs.Eval.Model.t
val calc_log_evidence_sigma2 :
Gpr_interfaces.Sigs.Deriv.Deriv.Model.t -> float
val prepare_hyper :
Gpr_interfaces.Sigs.Deriv.Deriv.Model.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Model.hyper_t
val calc_log_evidence :
Gpr_interfaces.Sigs.Deriv.Deriv.Model.hyper_t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t -> float
end
module Trained :
sig
type t
type hyper_t
val calc :
Gpr_interfaces.Sigs.Deriv.Deriv.Model.t ->
targets:Lacaml.D.vec ->
Gpr_interfaces.Sigs.Deriv.Deriv.Trained.t
val calc_eval :
Gpr_interfaces.Sigs.Deriv.Deriv.Trained.t ->
Gpr_interfaces.Sigs.Eval.Trained.t
val calc_log_evidence_sigma2 :
Gpr_interfaces.Sigs.Deriv.Deriv.Trained.t -> float
val prepare_hyper :
Gpr_interfaces.Sigs.Deriv.Deriv.Trained.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Trained.hyper_t
val calc_log_evidence :
Gpr_interfaces.Sigs.Deriv.Deriv.Trained.hyper_t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t -> float
end
module Test :
sig
val check_deriv_hyper :
?eps:float ->
?tol:float ->
Eval.Spec.Kernel.t ->
Eval.Spec.Inducing.t ->
Eval.Spec.Inputs.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t -> unit
val self_test :
?eps:float ->
?tol:float ->
Eval.Spec.Kernel.t ->
Eval.Spec.Inducing.t ->
Eval.Spec.Inputs.t ->
sigma2:float ->
targets:Lacaml.D.vec ->
[ `Hyper of Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t
| `Sigma2 ] -> unit
end
module Optim :
sig
module Gsl :
sig
exception Optim_exception of exn
val train :
?step:float ->
?tol:float ->
?epsabs:float ->
?report_trained_model:(iter:int ->
Gpr_interfaces.Sigs.Eval.Trained.t ->
unit) ->
?report_gradient_norm:(iter:int -> float -> unit) ->
?kernel:Eval.Spec.Kernel.t ->
?sigma2:float ->
?inducing:Eval.Spec.Inducing.t ->
?n_rand_inducing:int ->
?learn_sigma2:bool ->
?hypers:Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t
array ->
inputs:Eval.Spec.Inputs.t ->
targets:Lacaml.D.vec ->
unit -> Gpr_interfaces.Sigs.Eval.Trained.t
end
module SGD :
sig
type t
val create :
?tau:float ->
?eta0:float ->
?step:int ->
?kernel:Eval.Spec.Kernel.t ->
?sigma2:float ->
?inducing:Eval.Spec.Inducing.t ->
?n_rand_inducing:int ->
?learn_sigma2:bool ->
?hypers:Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t
array ->
inputs:Eval.Spec.Inputs.t ->
targets:Lacaml.D.vec ->
unit -> Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t
val step :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t
val gradient_norm :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t -> float
val get_trained :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t ->
Gpr_interfaces.Sigs.Eval.Trained.t
val get_eta :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t -> float
val get_step :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t -> int
val test :
?epsabs:float ->
?max_iter:int ->
?report:(Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t ->
unit) ->
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SGD.t
end
module SMD :
sig
type t
val create :
?eps:float ->
?lambda:float ->
?mu:float ->
?eta0:Lacaml.D.vec ->
?nu0:Lacaml.D.vec ->
?kernel:Eval.Spec.Kernel.t ->
?sigma2:float ->
?inducing:Eval.Spec.Inducing.t ->
?n_rand_inducing:int ->
?learn_sigma2:bool ->
?hypers:Gpr_interfaces.Sigs.Deriv.Deriv.Spec.Hyper.t
array ->
inputs:Eval.Spec.Inputs.t ->
targets:Lacaml.D.vec ->
unit -> Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t
val step :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t
val gradient_norm :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t -> float
val get_trained :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t ->
Gpr_interfaces.Sigs.Eval.Trained.t
val get_eta :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t ->
Lacaml.D.vec
val get_nu :
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t ->
Lacaml.D.vec
val test :
?epsabs:float ->
?max_iter:int ->
?report:(Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t ->
unit) ->
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t ->
Gpr_interfaces.Sigs.Deriv.Deriv.Optim.SMD.t
end
end
end
end
module type Optimizer =
sig
module Eval : Eval
module Optimizer :
sig
module Spec :
sig
module Eval :
sig
module Kernel :
sig
type t = Eval.Spec.Kernel.t
type params = Eval.Spec.Kernel.params
val create : params -> t
val get_params : t -> params
end
module Inducing :
sig
type t = Eval.Spec.Inducing.t
val get_n_points : t -> int
val calc_upper : Kernel.t -> t -> Lacaml.D.mat
end
module Input :
sig
type t = Eval.Spec.Input.t
val eval : Kernel.t -> t -> Inducing.t -> Lacaml.D.vec
val weighted_eval :
Kernel.t ->
t -> Inducing.t -> coeffs:Lacaml.D.vec -> float
val eval_one : Kernel.t -> t -> float
end
module Inputs :
sig
type t = Eval.Spec.Inputs.t
val create : Input.t array -> t
val get_n_points : t -> int
val choose_subset : t -> Gpr_utils.Int_vec.t -> t
val create_inducing : Kernel.t -> t -> Inducing.t
val create_default_kernel_params :
t -> n_inducing:int -> Kernel.params
val calc_upper : Kernel.t -> t -> Lacaml.D.mat
val calc_diag : Kernel.t -> t -> Lacaml.D.vec
val calc_cross :
Kernel.t ->
inputs:t -> inducing:Inducing.t -> Lacaml.D.mat
val weighted_eval :
Kernel.t ->
inputs:t ->
inducing:Inducing.t ->
coeffs:Lacaml.D.vec -> Lacaml.D.vec
end
end
module Var : sig type t end
module Input :
sig
val get_vars : Eval.Input.t -> Var.t array
val get_value : Eval.Input.t -> Var.t -> float
val set_values :
Eval.Input.t ->
Var.t array -> Lacaml.D.vec -> Eval.Input.t
end
module Inputs :
sig
val get_vars : Eval.Inputs.t -> Var.t array
val get_value : Eval.Inputs.t -> Var.t -> float
val set_values :
Eval.Inputs.t ->
Var.t array -> Lacaml.D.vec -> Eval.Inputs.t
end
end
type t
val create :
?max_memory:int ->
Gpr_interfaces.Sigs.Optimizer.Optimizer.Spec.Eval.Kernel.t ->
Gpr_interfaces.Sigs.Optimizer.Optimizer.t
val learn :
Gpr_interfaces.Sigs.Optimizer.Optimizer.t ->
(Gpr_interfaces.Sigs.Optimizer.Optimizer.Spec.Eval.Input.t *
float)
array -> Gpr_interfaces.Sigs.Optimizer.Optimizer.t
val calc_mpi_criterion :
Gpr_interfaces.Sigs.Optimizer.Optimizer.t ->
Gpr_interfaces.Sigs.Optimizer.Optimizer.Spec.Eval.Input.t ->
float
val calc_mpi_deriv :
Gpr_interfaces.Sigs.Optimizer.Optimizer.t ->
Gpr_interfaces.Sigs.Optimizer.Optimizer.Spec.Eval.Input.t
end
end
end