Interface IGaussianProcess
Basic GP interface
Namespace: Microsoft.ML.Probabilistic.Distributions
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public interface IGaussianProcessMethods
Covariance(Vector, Vector)
Covariance of f at two points
Declaration
double Covariance(Vector x, Vector y)Parameters
| Type | Name | Description |
|---|---|---|
| Vector | x | |
| Vector | y |
Returns
| Type | Description |
|---|---|
| Double | cov(f(x),f(y)) |
Covariance(IList<Vector>)
Covariance matrix of f at a list of points
Declaration
PositiveDefiniteMatrix Covariance(IList<Vector> XList)Parameters
| Type | Name | Description |
|---|---|---|
| IList<Vector> | XList | List of inputs |
Returns
| Type | Description |
|---|---|
| PositiveDefiniteMatrix | cov(f(x_1),f(x_2),...) |
Joint(IList<Vector>)
Joint distribution of f at a list of points
Declaration
VectorGaussian Joint(IList<Vector> XList)Parameters
| Type | Name | Description |
|---|---|---|
| IList<Vector> | XList | List of inputs |
Returns
| Type | Description |
|---|---|
| VectorGaussian | p(f(x_1),f(x_2),...) |
Marginal(Vector)
Marginal distribution of f at a given point
Declaration
Gaussian Marginal(Vector X)Parameters
| Type | Name | Description |
|---|---|---|
| Vector | X | Input |
Returns
| Type | Description |
|---|---|
| Gaussian | p(f(x)) |
Mean(Vector)
Mean of f at a given point
Declaration
double Mean(Vector X)Parameters
| Type | Name | Description |
|---|---|---|
| Vector | X | Input |
Returns
| Type | Description |
|---|---|
| Double | E[f(x)] |
Mean(IList<Vector>)
Mean of f at a list of points
Declaration
Vector Mean(IList<Vector> XList)Parameters
| Type | Name | Description |
|---|---|---|
| IList<Vector> | XList | List of inputs |
Returns
| Type | Description |
|---|---|
| Vector | E[f(x_i)] |
Variance(Vector)
Variance of f at a given point
Declaration
double Variance(Vector X)Parameters
| Type | Name | Description |
|---|---|---|
| Vector | X | Input |
Returns
| Type | Description |
|---|---|
| Double | var(f(x)) |