gplib  1.0.0
C++ Gaussian Process Library
Public Member Functions | Static Public Member Functions | Public Attributes | List of all members
gplib::gp_reg_multi::implementation Struct Reference
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Public Member Functions

vec eval_mean (vector< mat > &data)
 
mv_gauss predict (const vector< mat > &new_data)
 
mat comp_Q (const vector< mat > &a, const vector< mat > &b, vector< mat > &u)
 
mv_gauss predict_FITC (const vector< mat > &new_x)
 
mv_gauss marginal ()
 
void set_params (const vector< double > &params)
 
vector< double > get_params ()
 
double log_marginal ()
 
double log_marginal_fitc ()
 
double train (int max_iter, double tol)
 
double train_FITC (int max_iter, double tol)
 

Static Public Member Functions

static double training_obj (const vector< double > &theta, vector< double > &grad, void *fdata)
 
static double training_obj_FITC (const vector< double > &theta, vector< double > &grad, void *fdata)
 

Public Attributes

shared_ptr< multioutput_kernel_classkernel
 
vector< mat > X
 
vector< vec > y
 
vector< mat > M
 
double sigma = 0.01
 
size_t state = FULL
 

Member Function Documentation

mat gplib::gp_reg_multi::implementation::comp_Q ( const vector< mat > &  a,
const vector< mat > &  b,
vector< mat > &  u 
)
inline
vec gplib::gp_reg_multi::implementation::eval_mean ( vector< mat > &  data)
inline
vector<double> gplib::gp_reg_multi::implementation::get_params ( )
inline
double gplib::gp_reg_multi::implementation::log_marginal ( )
inline
double gplib::gp_reg_multi::implementation::log_marginal_fitc ( )
inline
mv_gauss gplib::gp_reg_multi::implementation::marginal ( )
inline
mv_gauss gplib::gp_reg_multi::implementation::predict ( const vector< mat > &  new_data)
inline
mv_gauss gplib::gp_reg_multi::implementation::predict_FITC ( const vector< mat > &  new_x)
inline
void gplib::gp_reg_multi::implementation::set_params ( const vector< double > &  params)
inline
double gplib::gp_reg_multi::implementation::train ( int  max_iter,
double  tol 
)
inline
double gplib::gp_reg_multi::implementation::train_FITC ( int  max_iter,
double  tol 
)
inline
static double gplib::gp_reg_multi::implementation::training_obj ( const vector< double > &  theta,
vector< double > &  grad,
void *  fdata 
)
inlinestatic
static double gplib::gp_reg_multi::implementation::training_obj_FITC ( const vector< double > &  theta,
vector< double > &  grad,
void *  fdata 
)
inlinestatic

Member Data Documentation

shared_ptr<multioutput_kernel_class> gplib::gp_reg_multi::implementation::kernel
vector<mat> gplib::gp_reg_multi::implementation::M
double gplib::gp_reg_multi::implementation::sigma = 0.01
size_t gplib::gp_reg_multi::implementation::state = FULL
vector<mat> gplib::gp_reg_multi::implementation::X
vector<vec> gplib::gp_reg_multi::implementation::y

The documentation for this struct was generated from the following file: