StructuredKernelInterpolationGPR

Struct StructuredKernelInterpolationGPR 

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pub struct StructuredKernelInterpolationGPR {
    pub kernel: Box<dyn Kernel>,
    pub grid_size: usize,
    pub interpolation_method: InterpolationMethod,
    pub grid_bounds_method: GridBoundsMethod,
    pub boundary_extension: f64,
    pub noise_variance: f64,
    pub use_toeplitz: bool,
    pub random_state: Option<u64>,
    pub cg_tolerance: f64,
    pub max_cg_iterations: usize,
}
Expand description

Structured Kernel Interpolation Gaussian Process Regressor

Uses structured interpolation on regular grids to achieve scalable GP inference with O(n log n) computational complexity for large datasets.

§Example

use sklears_gaussian_process::{StructuredKernelInterpolationGPR, InterpolationMethod, kernels::RBF};
use sklears_core::prelude::*;
// SciRS2 Policy - Use scirs2-autograd for ndarray types and operations

let kernel = Box::new(RBF::new(1.0));
let model = StructuredKernelInterpolationGPR::new(kernel)
    .grid_size(64)
    .interpolation_method(InterpolationMethod::Linear);

let X = Array2::from_shape_vec((100, 2), (0..200).map(|x| x as f64).collect()).unwrap();
let y = Array1::from_vec((0..100).map(|x| (x as f64).sin()).collect());

let trained_model = model.fit(&X.view(), &y.view()).unwrap();
let predictions = trained_model.predict(&X.view()).unwrap();

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§kernel: Box<dyn Kernel>

Base kernel to interpolate

§grid_size: usize

Grid size for each dimension

§interpolation_method: InterpolationMethod

Interpolation method

§grid_bounds_method: GridBoundsMethod

Grid bounds method

§boundary_extension: f64

Boundary extension factor

§noise_variance: f64

Noise variance parameter

§use_toeplitz: bool

Whether to use Toeplitz structure for regular grids

§random_state: Option<u64>

Random state for reproducible results

§cg_tolerance: f64

Tolerance for conjugate gradient solver

§max_cg_iterations: usize

Maximum iterations for conjugate gradient

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impl StructuredKernelInterpolationGPR

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pub fn new(kernel: Box<dyn Kernel>) -> Self

Create a new SKI Gaussian process regressor

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pub fn grid_size(self, size: usize) -> Self

Set the grid size

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pub fn interpolation_method(self, method: InterpolationMethod) -> Self

Set the interpolation method

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pub fn grid_bounds_method(self, method: GridBoundsMethod) -> Self

Set the grid bounds method

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pub fn boundary_extension(self, extension: f64) -> Self

Set boundary extension factor

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pub fn noise_variance(self, variance: f64) -> Self

Set noise variance

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pub fn use_toeplitz(self, use_toeplitz: bool) -> Self

Set whether to use Toeplitz structure

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pub fn random_state(self, seed: Option<u64>) -> Self

Set random state

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pub fn compute_approximation_info( &self, X: &ArrayView2<'_, f64>, grid_points: &[Array1<f64>], ) -> SklResult<SkiApproximationInfo>

Compute approximation quality metrics

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impl Clone for StructuredKernelInterpolationGPR

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fn clone(&self) -> StructuredKernelInterpolationGPR

Returns a duplicate of the value. Read more
1.0.0 · Source§

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

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

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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 Default for StructuredKernelInterpolationGPR

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl Estimator for StructuredKernelInterpolationGPR

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type Config = StructuredKernelInterpolationGPR

Configuration type for the estimator
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type Error = SklearsError

Error type for the estimator
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type Float = f64

The numeric type used by this estimator
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fn config(&self) -> &Self::Config

Get estimator configuration
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fn validate_config(&self) -> Result<(), SklearsError>

Validate estimator configuration with detailed error context
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fn check_compatibility( &self, n_samples: usize, n_features: usize, ) -> Result<(), SklearsError>

Check if estimator is compatible with given data dimensions
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fn metadata(&self) -> EstimatorMetadata

Get estimator metadata
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impl Fit<ArrayBase<ViewRepr<&f64>, Dim<[usize; 2]>>, ArrayBase<ViewRepr<&f64>, Dim<[usize; 1]>>, SkiGprTrained> for StructuredKernelInterpolationGPR

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type Fitted = SkiGprTrained

The fitted model type
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fn fit( self, X: &ArrayView2<'_, f64>, y: &ArrayView1<'_, f64>, ) -> SklResult<SkiGprTrained>

Fit the model to the provided data with validation
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fn fit_with_validation( self, x: &X, y: &Y, _x_val: Option<&X>, _y_val: Option<&Y>, ) -> Result<(Self::Fitted, FitMetrics), SklearsError>
where Self: Sized,

Fit with custom validation and early stopping

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