package gpr

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Class type

Trained model with derivative information

type t

Type of trained models with derivatives

type hyper_t

Type of trained models for general hyper parameters

val calc : Model.t -> targets:Lacaml.D.vec -> t

calc model ~targets

  • returns

    trained model with derivative information given the untrained model and targets.

val calc_eval : t -> Eval.Trained.t

calc_eval trained

  • returns

    trained model without derivative information given trained.

val calc_log_evidence_sigma2 : t -> float

calc_log_evidence_sigma2 trained

  • returns

    the derivative of the log evidence for the trained model with respect to the noise level (sigma2). This includes the contribution to the derivative by model.

val prepare_hyper : t -> hyper_t

prepare_hyper trained

  • returns

    the trained model prepared for calculating derivatives for arbitrary hyper parameters.

val calc_log_evidence : hyper_t -> Spec.Hyper.t -> float

calc_log_evidence hyper_t hyper

  • returns

    the derivative of the log evidence given prepared, trained model hyper_t with respect to the hyper variable.