physbo.blm.core.model module

class physbo.blm.core.model.model(lik, prior, options={})[ソース]

Baysean Linear Model

prior

prior distribution of weights

Type:physbo.blm.prior.gauss
lik

kernel

Type:physbo.blm.lik.gauss
nbasis

number of features in random feature map

Type:int
stats

auxially parameters for sampling

Type:Tuple
method

sampling method

Type:str
get_post_fcov(X, Psi=None, diag=True)[ソース]

calculates posterior covariance of model

パラメータ:
  • X (numpy.ndarray) -- inputs
  • Psi (numpy.ndarray) -- feature maps (default: blm.lik.linear.basis.get_basis(X))
  • diag (bool) -- if True, returns only variances as a diagonal matrix (default: True)
戻り値:

戻り値の型:

numpy.ndarray

get_post_fmean(X, Psi=None, w=None)[ソース]

calculates posterior mean of model (function)

パラメータ:
  • X (numpy.ndarray) -- inputs
  • Psi (numpy.ndarray) -- feature maps
  • w (numpy.ndarray) -- weight
get_post_params_mean()[ソース]

calculates posterior mean of weights

戻り値:
戻り値の型:numpy.ndarray
post_sampling(Xtest, Psi=None, N=1, alpha=1.0)[ソース]

draws samples of mean value of model

パラメータ:
  • Xtest (numpy.ndarray) -- inputs
  • Psi (numpy.ndarray) -- feature maps (default: blm.lik.get_basis(Xtest))
  • N (int) -- number of samples (default: 1)
  • alpha (float) -- noise for sampling source
戻り値:

戻り値の型:

numpy.ndarray

predict_sampling(Xtest, Psi=None, N=1)[ソース]

draws samples from model

パラメータ:
  • Xtest (numpy.ndarray) -- inputs
  • Psi (numpy.ndarray) -- feature map (default: blm.lik.get_basis(Xtest))
  • N (int) -- number of samples (default: 1)
戻り値:

戻り値の型:

numpy.ndarray

prepare(X, t, Psi=None)[ソース]

initializes model by using the first training dataset

パラメータ:
  • X (numpy.ndarray) -- inputs
  • t (numpy.ndarray) -- target (label)
  • Psi (numpy.ndarray) -- feature maps
sampling(w_mu=None, N=1, alpha=1.0)[ソース]

draws samples of weights

パラメータ:
  • blm (physbo.blm.core.model) -- model
  • w_mu (numpy.ndarray) -- mean of weight
  • N (int) -- the number of samples (default: 1)
  • alpha (float) -- noise for sampling source (default: 1.0)
戻り値:

samples of weights

戻り値の型:

numpy.ndarray

update_stats(x, t, psi=None)[ソース]

updates model by using another training data

パラメータ:
  • x (numpy.ndarray) -- input
  • t (float) -- target (label)
  • psi (numpy.ndarray) -- feature map