Struct BayesianGaussianProcess

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pub struct BayesianGaussianProcess<F> {
    pub x_train: Array2<F>,
    pub y_train: Array1<F>,
    pub kernel: KernelType,
    pub noise_level: F,
    pub hyperpriors: HashMap<String, DistributionType<F>>,
    pub hyperparameter_samples: Option<Array2<F>>,
}

Expand description

Gaussian process regression implementation

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§x_train: Array2<F>

Input data

§y_train: Array1<F>

Output data

§kernel: KernelType

Kernel function

§noise_level: F

Noise level

§hyperpriors: HashMap<String, DistributionType<F>>

Hyperpriors for kernel parameters

§hyperparameter_samples: Option<Array2<F>>

MCMC samples of hyperparameters

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impl<F> BayesianGaussianProcess<F>
where F: Float + NumCast + SimdUnifiedOps + Zero + One + PartialOrd + Copy + Send + Sync + Display,

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pub fn new( x_train: Array2<F>, y_train: Array1<F>, kernel: KernelType, noise_level: F, ) -> StatsResult<Self>

Create new Gaussian process

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pub fn compute_kernel_matrix( &self, x1: &ArrayView2<'_, F>, x2: &ArrayView2<'_, F>, ) -> StatsResult<Array2<F>>

Compute kernel matrix

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pub fn predict( &self, xtest: &ArrayView2<'_, F>, ) -> StatsResult<(Array1<F>, Array1<F>)>

Make predictions at new input points

Trait Implementations§

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impl<F: Clone> Clone for BayesianGaussianProcess<F>

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fn clone(&self) -> BayesianGaussianProcess<F>

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl<F: Debug> Debug for BayesianGaussianProcess<F>

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<F> !UnwindSafe for BayesianGaussianProcess<F>

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more

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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

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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