Module Gpr_interfaces.Specs.Eval.Inputs

module Inputs: sig .. end
Signature for evaluating multiple inputs

type t 
Type of input points
val create : Gpr_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 : Gpr_interfaces.Specs.Kernel.t ->
t -> Gpr_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 -> Gpr_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 : Gpr_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 : Gpr_interfaces.Specs.Kernel.t ->
t -> Lacaml.D.vec
calc_diag kernel inputs
Returns diagonal of covariance matrix of inputs given kernel.
val calc_cross : Gpr_interfaces.Specs.Kernel.t ->
inputs:t ->
inducing:Gpr_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 : Gpr_interfaces.Specs.Kernel.t ->
inputs:t ->
inducing:Gpr_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.