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covfunc.getCovMatrix(x=x[nz,:], mode='train')
np.linalg.cholesky( (np.eye(nz)
np.dot(sW,sW.T)
jitchol( (np.eye(len(nz)
np.dot(sW,sW.T)
np.all( np.tril(L,-1)
np.zeros((ns,1)
np.zeros((ns,1)
np.zeros((ns,1)
np.zeros((ns,1)
np.zeros((ns,1)
list(range(nact,min(nact+nperbatch,ns)
covfunc.getCovMatrix(z=xs[ids,:], mode='self_test')
isinstance(covfunc, FITCOfKernel)
covfunc.getCovMatrix(x=x, z=xs[ids,:], mode='cross')
covfunc.getCovMatrix(x=x[nz,:], z=xs[ids,:], mode='cross')
meanfunc.getMean(xs[ids,:])
alphas (usually 1; more in case of sampling)
np.tile(ms,(1,N)
np.dot(Ks.T,alpha[nz])
np.reshape(old_div(Fmu.sum(axis=1)
len(ids)
parameters (alpha,sW,L)
np.linalg.solve(L.T,np.tile(sW,(1,len(ids)
np.array([(V*V)
sum(axis=0)
np.array([(Ks*np.dot(L,Ks)
sum(axis=0)
np.maximum(fs2[ids],0)
np.tile(fs2[ids],(1,N)
likfunc.evaluate(None,Fmu[:],Fs2[:],None,None,3)
likfunc.evaluate(np.tile(ys[ids],(1,N)
np.reshape( old_div(np.reshape(Lp,(np.prod(Lp.shape)
sum(axis=1)
len(ids)
np.reshape( old_div(np.reshape(Ymu,(np.prod(Ymu.shape)
sum(axis=1)
len(ids)
np.reshape( old_div(np.reshape(Ys2,(np.prod(Ys2.shape)
sum(axis=1)
len(ids)
predict_with_posterior(self, post, xs, ys=None)
points (given by xs)
provided. (i.e. you already have the posterior and thus don't need the fitting phase.)
means(ym)
variances(ys2)
means(fm)
variances(fs2)
probabilities(lp)
property. (e.g. model.ym)
target(optional)
np.reshape(xs, (xs.shape[0],1)
np.reshape(ys, (ys.shape[0],1)
deepcopy(post)
list(range(len(alpha[:,0])
len(L)
covfunc.getCovMatrix(x=x[nz,:], mode='train')
np.linalg.cholesky( (np.eye(nz)
np.dot(sW,sW.T)
jitchol( (np.eye(len(nz)
np.dot(sW,sW.T)
np.all( np.tril(L,-1)
np.zeros((ns,1)
np.zeros((ns,1)
np.zeros((ns,1)
np.zeros((ns,1)
np.zeros((ns,1)
list(range(nact,min(nact+nperbatch,ns)
covfunc.getCovMatrix(z=xs[id,:], mode='self_test')
covfunc.getCovMatrix(x=x[nz,:], z=xs[id,:], mode='cross')
meanfunc.getMean(xs[id,:])
alphas (usually 1; more in case of sampling)
np.tile(ms,(1,N)
np.dot(Ks.T,alpha[nz])
np.reshape(old_div(Fmu.sum(axis=1)
len(id)
parameters (alpha,sW,L)
np.linalg.solve(L.T,np.tile(sW,(1,len(id)
np.array([(V*V)
sum(axis=0)
np.array([(Ks*np.dot(L,Ks)
sum(axis=0)
np.maximum(fs2[id],0)
np.tile(fs2[id],(1,N)
likfunc.evaluate(None,Fmu[:],Fs2[:],None,None,3)
likfunc.evaluate(np.tile(ys[id],(1,N)
np.reshape( old_div(np.reshape(Lp,(np.prod(Lp.shape)
sum(axis=1)
len(id)
np.reshape( old_div(np.reshape(Ymu,(np.prod(Ymu.shape)
sum(axis=1)
len(id)
np.reshape( old_div(np.reshape(Ys2,(np.prod(Ys2.shape)
sum(axis=1)
len(id)
GPR(GP)
__init__(self)
super(GPR, self)
__init__()
mean.Zero()