Class SparseGPFixed
This class maintains all the fixed parameters for a sparse GP
- i.e. parameters which the inference does not change.
All SparseGP messages can refer to a single SparseGPFixed
class, and cloning of SparseGP instances will just copy the
reference
Inheritance
SparseGPFixed
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
[Serializable]
[DataContract]
public class SparseGPFixed
Constructors
SparseGPFixed()
Parameterless constructor needed for serialization
Declaration
protected SparseGPFixed()
SparseGPFixed(IGaussianProcess, IList<Vector>)
Constructor from prior and basis
Declaration
[Construction(new string[]{"Prior", "Basis"})]
public SparseGPFixed(IGaussianProcess prior, IList<Vector> basis)
Parameters
SparseGPFixed(IKernelFunction, IList<Vector>)
Constructor from kernel function and basis
Declaration
public SparseGPFixed(IKernelFunction kf, IList<Vector> basis)
Parameters
Fields
basis
Declaration
[DataMember]
protected IList<Vector> basis
Field Value
prior
Declaration
[DataMember]
protected IGaussianProcess prior
Field Value
Properties
Basis
Declaration
[IgnoreDataMember]
public IList<Vector> Basis { get; set; }
Property Value
InvKernelOf_B_B
Inverse of the kernel evaluated at the basis points
Declaration
public PositiveDefiniteMatrix InvKernelOf_B_B { get; }
Property Value
KernelOf_B_B
Kernel evaluated at the basis points
Declaration
public PositiveDefiniteMatrix KernelOf_B_B { get; }
Property Value
NumberBasisPoints
Declaration
public int NumberBasisPoints { get; }
Property Value
NumberFeatures
Number of features - i.e. the dimension of the
GP index space
Declaration
public int NumberFeatures { get; }
Property Value
Prior
Prior distribution to which basis points are added.
Declaration
[IgnoreDataMember]
public IGaussianProcess Prior { get; set; }
Property Value
Methods
ClearCachedValues()
Function to signal recalculation of KBB and InvKBB.
This is be called by the basis and kernel
function property set functions, and should
also be called by any external program
which directly modifies the kernel
Declaration
public void ClearCachedValues()
Equals(SparseGPFixed)
Checks if this object is equal to other.
Declaration
public bool Equals(SparseGPFixed other)
Parameters
Returns
Equals(Object)
Declaration
public override bool Equals(object obj)
Parameters
| Type |
Name |
Description |
| Object |
obj |
|
Returns
Overrides
GetHashCode()
Declaration
public override int GetHashCode()
Returns
Overrides
KernelOf_X_B(Vector)
Evaluates the kernel of a point against the basis
Declaration
public Vector KernelOf_X_B(Vector x)
Parameters
| Type |
Name |
Description |
| Vector |
x |
Input
|
Returns
| Type |
Description |
| Vector |
Kernel values
|
KernelOf_X_B(IList<Vector>)
Evaluates the kernel of a list of points against the basis
Declaration
public Matrix KernelOf_X_B(IList<Vector> XList)
Parameters
| Type |
Name |
Description |
| IList<Vector> |
XList |
List of inputs
|
Returns
| Type |
Description |
| Matrix |
Kernel values
|
Recalculate()
Function to recalulate KBB and InvKBB
Declaration
protected void Recalculate()
ToString()
Declaration
public override string ToString()
Returns
Overrides
Operators
Equality(SparseGPFixed, SparseGPFixed)
Checks if left object is equal to right.
Declaration
public static bool operator ==(SparseGPFixed left, SparseGPFixed right)
Parameters
Returns
Inequality(SparseGPFixed, SparseGPFixed)
Checks if left object is not equal to right.
Declaration
public static bool operator !=(SparseGPFixed left, SparseGPFixed right)
Parameters
Returns