Struct rusty_machine::learning::gp::GaussianProcess
source · [−]Expand description
Gaussian Process struct
Gaussian process with generic kernel and deterministic mean function. Can be used for gaussian process regression with noise. Currently does not support classification.
Fields
noise: f64
The observation noise of the GP.
Implementations
sourceimpl<T: Kernel, U: MeanFunc> GaussianProcess<T, U>
impl<T: Kernel, U: MeanFunc> GaussianProcess<T, U>
sourcepub fn new(ker: T, mean: U, noise: f64) -> GaussianProcess<T, U>
pub fn new(ker: T, mean: U, noise: f64) -> GaussianProcess<T, U>
Construct a new Gaussian Process.
Examples
use rusty_machine::learning::gp;
use rusty_machine::learning::toolkit::kernel;
let ker = kernel::SquaredExp::default();
let mean = gp::ConstMean::default();
let gaussp = gp::GaussianProcess::new(ker, mean, 1e-3f64);
sourceimpl<T: Kernel, U: MeanFunc> GaussianProcess<T, U>
impl<T: Kernel, U: MeanFunc> GaussianProcess<T, U>
sourcepub fn get_posterior(
&self,
inputs: &Matrix<f64>
) -> LearningResult<(Vector<f64>, Matrix<f64>)>
pub fn get_posterior(
&self,
inputs: &Matrix<f64>
) -> LearningResult<(Vector<f64>, Matrix<f64>)>
Compute the posterior distribution [UNSTABLE]
Requires the model to be trained first.
Outputs the posterior mean and covariance matrix.
Trait Implementations
sourceimpl<T: Debug + Kernel, U: Debug + MeanFunc> Debug for GaussianProcess<T, U>
impl<T: Debug + Kernel, U: Debug + MeanFunc> Debug for GaussianProcess<T, U>
sourceimpl Default for GaussianProcess<SquaredExp, ConstMean>
impl Default for GaussianProcess<SquaredExp, ConstMean>
Construct a default Gaussian Process
The defaults are:
- Squared Exponential kernel.
- Zero-mean function.
- Zero noise.
Note that zero noise can often lead to numerical instability. A small value for the noise may be a better alternative.
sourcefn default() -> GaussianProcess<SquaredExp, ConstMean>
fn default() -> GaussianProcess<SquaredExp, ConstMean>
Returns the “default value” for a type. Read more
sourceimpl<T: Kernel, U: MeanFunc> SupModel<Matrix<f64>, Vector<f64>> for GaussianProcess<T, U>
impl<T: Kernel, U: MeanFunc> SupModel<Matrix<f64>, Vector<f64>> for GaussianProcess<T, U>
sourcefn predict(&self, inputs: &Matrix<f64>) -> LearningResult<Vector<f64>>
fn predict(&self, inputs: &Matrix<f64>) -> LearningResult<Vector<f64>>
Predict output from inputs.
sourcefn train(
&mut self,
inputs: &Matrix<f64>,
targets: &Vector<f64>
) -> LearningResult<()>
fn train(
&mut self,
inputs: &Matrix<f64>,
targets: &Vector<f64>
) -> LearningResult<()>
Train the model using data and outputs.
Auto Trait Implementations
impl<T, U> RefUnwindSafe for GaussianProcess<T, U>where
T: RefUnwindSafe,
U: RefUnwindSafe,
impl<T, U> Send for GaussianProcess<T, U>where
T: Send,
U: Send,
impl<T, U> Sync for GaussianProcess<T, U>where
T: Sync,
U: Sync,
impl<T, U> Unpin for GaussianProcess<T, U>where
T: Unpin,
U: Unpin,
impl<T, U> UnwindSafe for GaussianProcess<T, U>where
T: UnwindSafe,
U: UnwindSafe,
Blanket Implementations
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
const: unstablefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more