physbo.gp.core.prior module

class physbo.gp.core.prior.prior(mean, cov)[ソース]

ベースクラス: object

prior of gaussian process

cat_params(mean_params, cov_params)[ソース]
パラメータ:
  • mean_params (numpy.ndarray) -- Mean values of parameters

  • cov_params (numpy.ndarray) -- Covariance matrix of parameters

戻り値の型:

numpy.ndarray

decomp_params(params)[ソース]

decomposing the parameters to those of mean values and covariance matrix for priors

パラメータ:

params (numpy.ndarray) -- parameters

戻り値:

  • mean_params (numpy.ndarray)

  • cov_params (numpy.ndarray)

get_cov(X, Z=None, params=None, diag=False)[ソース]

Calculating the variance-covariance matrix of priors

パラメータ:
  • X (numpy.ndarray) -- N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.

  • Z (numpy.ndarray) -- N x d dimensional matrix. Each row of Z denotes the d-dimensional feature vector of tests.

  • params (numpy.ndarray) -- Parameters.

  • diag (bool) -- If X is the diagonalization matrix, true.

戻り値の型:

numpy.ndarray

get_grad_cov(X, params=None)[ソース]

Calculating the covariance matrix priors

パラメータ:
  • X (numpy.ndarray) -- N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.

  • params (numpy.ndarray) -- Parameters.

戻り値の型:

numpy.ndarray

get_grad_mean(num_data, params=None)[ソース]

Calculating the gradiant of mean values of priors

パラメータ:
  • num_data (int) -- Total number of data

  • params (numpy.ndarray) -- Parameters

戻り値の型:

numpy.ndarray

get_mean(num_data, params=None)[ソース]

Calculating the mean value of priors

パラメータ:
  • num_data (int) -- Total number of data

  • params (numpy.ndarray) -- Parameters

戻り値の型:

float

sampling(X, N=1)[ソース]

Sampling from GP prior

パラメータ:
  • X (numpy.ndarray) -- N x d dimensional matrix. Each row of X denotes the d-dimensional feature vector of search candidate.

  • N (int) --

戻り値の型:

float

set_cov_params(params)[ソース]

Setting parameters for covariance matrix of priors

パラメータ:

params (numpy.ndarray) -- Parameters

set_mean_params(params)[ソース]

Setting parameters for mean values of priors

パラメータ:

params (numpy.ndarray) -- Parameters

set_params(params)[ソース]

Setting parameters

パラメータ:

params (numpy.ndarray) -- Parameters.