Module egobox_gp::correlation_models

A module for correlation models with PLS weighting to model the error term of the GP model.

The following correlation models are implemented:

• squared exponential,
• absolute exponential,
• matern 3/2,
• matern 5/2.

Structs

• AbsoluteExponentialCorr
  Absolute exponential correlation models
• Matern32Corr
  Matern 3/2 correlation model
• Matern52Corr
  Matern 5/2 correlation model
• SquaredExponentialCorr
  Squared exponential correlation models

Traits

• CorrelationModel
  A trait for using a correlation model in GP regression