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GaussianProcess

oxiphysics_core::probabilistic_models

Struct GaussianProcess 

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pub struct GaussianProcess {
    pub kernel: KernelType,
    pub signal_var: f64,
    pub length_scale: f64,
    pub period: f64,
    pub noise_var: f64,
    pub x_train: Vec<f64>,
    pub y_train: Vec<f64>,
    /* private fields */
}
Expand description

Gaussian Process for regression with various kernel functions.

Maintains training data and supports posterior mean/variance prediction.

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§kernel: KernelType

Kernel type.

§signal_var: f64

Signal variance σ².

§length_scale: f64

Length scale ℓ.

§period: f64

Period (for periodic kernel).

§noise_var: f64

Noise variance.

§x_train: Vec<f64>

Training inputs (1D for simplicity).

§y_train: Vec<f64>

Training targets.

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impl GaussianProcess

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pub fn new( kernel: KernelType, signal_var: f64, length_scale: f64, noise_var: f64, ) -> Self

Creates a new GaussianProcess with given hyperparameters.

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pub fn with_period(self, period: f64) -> Self

Sets the period for periodic kernel.

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pub fn k(&self, x1: f64, x2: f64) -> f64

Evaluates the kernel between two scalar inputs.

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pub fn fit(&mut self, x_train: Vec<f64>, y_train: Vec<f64>)

Fits the GP to training data by computing the Cholesky decomposition.

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pub fn predict(&self, x_star: f64) -> (f64, f64)

Predicts posterior mean and variance at test input x_star.

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pub fn log_marginal_likelihood(&self) -> f64

Computes the log marginal likelihood.

Trait Implementations§

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impl Clone for GaussianProcess

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fn clone(&self) -> GaussianProcess

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for GaussianProcess

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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impl<T> Any for T
where T: 'static + ?Sized,

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fn borrow(&self) -> &T

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fn borrow_mut(&mut self) -> &mut T

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

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impl<T, U> Into<U> for T
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fn into(self) -> U

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type Output = T

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