bayeso.utils.utils_covariance¶
It is utilities for covariance functions.
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bayeso.utils.utils_covariance.
_get_list_first
() → List[str]¶ It provides list of strings. The strings in that list require two hyperparameters, signal and lengthscales. We simply call it as list_first.
Returns: list of strings, which satisfy some requirements we mentioned above. Return type: list
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bayeso.utils.utils_covariance.
check_str_cov
(str_fun: str, str_cov: str, shape_X1: tuple, shape_X2: tuple = None) → None¶ It is for validating the shape of X1 (and optionally the shape of X2).
Parameters: - str_fun (str.) – the name of function.
- str_cov (str.) – the name of covariance function.
- shape_X1 (tuple) – the shape of X1.
- shape_X2 (NoneType or tuple, optional) – None, or the shape of X2.
Returns: None, if it is valid. Raise an error, otherwise.
Return type: NoneType
Raises: AssertionError, ValueError
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bayeso.utils.utils_covariance.
convert_hyps
(str_cov: str, hyps: dict, use_gp: bool = True, fix_noise: bool = False) → numpy.ndarray¶ It converts hyperparameters dictionary, hyps to numpy array.
Parameters: - str_cov (str.) – the name of covariance function.
- hyps (dict.) – dictionary of hyperparameters for covariance function.
- use_gp (bool., optional) – flag for Gaussian process or Student-$t$ process.
- fix_noise (bool., optional) – flag for fixing a noise.
Returns: converted array of the hyperparameters given by hyps.
Return type: numpy.ndarray
Raises: AssertionError
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bayeso.utils.utils_covariance.
get_hyps
(str_cov: str, dim: int, use_gp: bool = True, use_ard: bool = True) → dict¶ It returns a dictionary of default hyperparameters for covariance function, where str_cov and dim are given. If use_ard is True, the length scales would be dim-dimensional vector.
Parameters: - str_cov (str.) – the name of covariance function.
- dim (int.) – dimensionality of the problem we are solving.
- use_gp (bool., optional) – flag for Gaussian process or Student-$t$ process.
- use_ard (bool., optional) – flag for automatic relevance determination.
Returns: dictionary of default hyperparameters for covariance function.
Return type: dict.
Raises: AssertionError
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bayeso.utils.utils_covariance.
get_range_hyps
(str_cov: str, dim: int, use_gp: bool = True, use_ard: bool = True, fix_noise: bool = False) → List[list]¶ It returns default optimization ranges of hyperparameters for Gaussian process regression.
Parameters: - str_cov (str.) – the name of covariance function.
- dim (int.) – dimensionality of the problem we are solving.
- use_gp (bool., optional) – flag for Gaussian process or Student-$t$ process.
- use_ard (bool., optional) – flag for automatic relevance determination.
- fix_noise (bool., optional) – flag for fixing a noise.
Returns: list of default optimization ranges for hyperparameters.
Return type: list
Raises: AssertionError
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bayeso.utils.utils_covariance.
restore_hyps
(str_cov: str, hyps: numpy.ndarray, use_gp: bool = True, use_ard: bool = True, fix_noise: bool = False, noise: float = 0.01) → dict¶ It restores hyperparameters array, hyps to dictionary.
Parameters: - str_cov (str.) – the name of covariance function.
- hyps (numpy.ndarray) – array of hyperparameters for covariance function.
- use_gp (bool., optional) – flag for Gaussian process or Student-$t$ process.
- use_ard (bool., optional) – flag for using automatic relevance determination.
- fix_noise (bool., optional) – flag for fixing a noise.
- noise (float, optional) – fixed noise value.
Returns: restored dictionary of the hyperparameters given by hyps.
Return type: dict.
Raises: AssertionError
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bayeso.utils.utils_covariance.
validate_hyps_arr
(hyps: numpy.ndarray, str_cov: str, dim: int, use_gp: bool = True) → Tuple[numpy.ndarray, bool]¶ It validates hyperparameters array, hyps.
Parameters: - hyps (numpy.ndarray) – array of hyperparameters for covariance function.
- str_cov (str.) – the name of covariance function.
- dim (int.) – dimensionality of the problem we are solving.
- use_gp (bool., optional) – flag for Gaussian process or Student-$t$ process.
Returns: a tuple of valid hyperparameters and validity flag.
Return type: (numpy.ndarray, bool.)
Raises: AssertionError
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bayeso.utils.utils_covariance.
validate_hyps_dict
(hyps: dict, str_cov: str, dim: int, use_gp: bool = True) → Tuple[dict, bool]¶ It validates hyperparameters dictionary, hyps.
Parameters: - hyps (dict.) – dictionary of hyperparameters for covariance function.
- str_cov (str.) – the name of covariance function.
- dim (int.) – dimensionality of the problem we are solving.
- use_gp (bool., optional) – flag for Gaussian process or Student-$t$ process.
Returns: a tuple of valid hyperparameters and validity flag.
Return type: (dict., bool.)
Raises: AssertionError