physbo.gp.core.model module

class physbo.gp.core.model.model(lik, mean, cov, inf='exact')[ソース]

ベースクラス: object

cat_params(lik_params, prior_params)[ソース]

Concatinate the likelihood and prior parameters

パラメータ
  • lik_params (numpy.ndarray) -- Parameters for likelihood

  • prior_params (numpy.ndarray) -- Parameters for prior

戻り値

params -- parameters about likelihood and prior

戻り値の型

numpy.ndarray

decomp_params(params=None)[ソース]

decomposing the parameters to those of likelifood and priors

パラメータ

params (numpy.ndarray) -- parameters

戻り値

  • lik_params (numpy.ndarray)

  • prior_params (numpy.ndarray)

eval_marlik(params, X, t, N=None)[ソース]

Evaluating marginal likelihood.

パラメータ
  • params (numpy.ndarray) -- Parameters.

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

  • t (numpy.ndarray) -- N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).

  • N (int) -- Total number of subset data (if not specified, all dataset is used)

戻り値

  • marlik (float)

  • Marginal likelihood.

export_blm(num_basis)[ソース]

Exporting the blm(Baysean linear model) predictor

パラメータ

num_basis (int) -- Total number of basis

戻り値

戻り値の型

physbo.blm.core.model

fit(X, t, config)[ソース]

Fitting function (update parameters)

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.

  • t (numpy.ndarray) -- N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).

  • config (physbo.misc.set_config object) --

get_cand_params(X, t)[ソース]

Getting candidate for parameters

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.

  • t (numpy.ndarray) -- N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).

戻り値

params -- Parameters

戻り値の型

numpy.ndarray

get_grad_marlik(params, X, t, N=None)[ソース]

Evaluating gradiant of marginal likelihood.

パラメータ
  • params (numpy.ndarray) -- Parameters.

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

  • t (numpy.ndarray) -- N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).

  • N (int) -- Total number of subset data (if not specified, all dataset is used)

戻り値

grad_marlik -- Gradiant of marginal likelihood.

戻り値の型

numpy.ndarray

get_params_bound()[ソース]

Getting boundary of the parameters.

戻り値

bound -- An array with the tuple (min_params, max_params).

戻り値の型

list

get_post_fcov(X, Z, params=None, diag=True)[ソース]

Calculating posterior covariance matrix of model (function)

パラメータ
  • X (numpy.ndarray) -- inputs

  • Z (numpy.ndarray) -- feature maps

  • params (numpy.ndarray) -- Parameters

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

戻り値

戻り値の型

physbo.gp.inf.exact.get_post_fcov

get_post_fmean(X, Z, params=None)[ソース]

Calculating posterior mean of model (function)

パラメータ
  • X (numpy.ndarray) -- inputs

  • Z (numpy.ndarray) -- feature maps

  • params (numpy.ndarray) -- Parameters

post_sampling(X, Z, params=None, N=1, alpha=1)[ソース]

draws samples of mean value of model

パラメータ
  • X (numpy.ndarray) -- inputs

  • Z (numpy.ndarray) -- feature maps

  • 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(X, Z, params=None, N=1)[ソース]
パラメータ
  • X (numpy.ndarray) -- inputs

  • Z (numpy.ndarray) -- feature maps

  • params (numpy.ndarray) -- Parameters

  • N (int) -- number of samples (default: 1)

戻り値

戻り値の型

numpy.ndarray

prepare(X, t, params=None)[ソース]
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.

  • t (numpy.ndarray) -- N dimensional array. The negative energy of each search candidate (value of the objective function to be optimized).

  • params (numpy.ndarray) -- Parameters.

print_params()[ソース]

Printing parameters

set_params(params)[ソース]

Setting parameters

パラメータ

params (numpy.ndarray) -- Parameters.

sub_sampling(X, t, N)[ソース]

Make subset for sampling

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

  • t (numpy.ndarray) -- The negative energy of each search candidate (value of the objective function to be optimized).

  • N (int) -- Total number of data in subset

戻り値

  • subX (numpy.ndarray)

  • subt (numpy.ndarray)