bayeso.gp.gp_likelihood¶
It defines the functions related to likelihood for Gaussian process regression.
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bayeso.gp.gp_likelihood.
neg_log_ml
(X_train: numpy.ndarray, Y_train: numpy.ndarray, hyps: numpy.ndarray, str_cov: str, prior_mu_train: numpy.ndarray, use_ard: bool = True, fix_noise: bool = True, use_cholesky: bool = True, use_gradient: bool = True, debug: bool = False) → Union[float, Tuple[float, numpy.ndarray]]¶ This function computes a negative log marginal likelihood.
Parameters: - X_train (numpy.ndarray) – inputs. Shape: (n, d) or (n, m, d).
- Y_train (numpy.ndarray) – outputs. Shape: (n, 1).
- hyps (numpy.ndarray) – hyperparameters for Gaussian process. Shape: (h, ).
- str_cov (str.) – the name of covariance function.
- prior_mu_train (numpy.ndarray) – the prior values computed by get_prior_mu(). Shape: (n, 1).
- use_ard (bool., optional) – flag for automatic relevance determination.
- fix_noise (bool., optional) – flag for fixing a noise.
- use_cholesky (bool., optional) – flag for using a cholesky decomposition.
- use_gradient (bool., optional) – flag for computing and returning gradients of negative log marginal likelihood.
- debug (bool., optional) – flag for printing log messages.
Returns: negative log marginal likelihood, or (negative log marginal likelihood, gradients of the likelihood).
Return type: float, or tuple of (float, np.ndarray)
Raises: AssertionError
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bayeso.gp.gp_likelihood.
neg_log_pseudo_l_loocv
(X_train: numpy.ndarray, Y_train: numpy.ndarray, hyps: numpy.ndarray, str_cov: str, prior_mu_train: numpy.ndarray, fix_noise: bool = True, debug: bool = False) → float¶ It computes a negative log pseudo-likelihood using leave-one-out cross-validation.
Parameters: - X_train (numpy.ndarray) – inputs. Shape: (n, d) or (n, m, d).
- Y_train (numpy.ndarray) – outputs. Shape: (n, 1).
- hyps (numpy.ndarray) – hyperparameters for Gaussian process. Shape: (h, ).
- str_cov (str.) – the name of covariance function.
- prior_mu_train (numpy.ndarray) – the prior values computed by get_prior_mu(). Shape: (n, 1).
- fix_noise (bool., optional) – flag for fixing a noise.
- debug (bool., optional) – flag for printing log messages.
Returns: negative log pseudo-likelihood.
Return type: float
Raises: AssertionError