13#include <MachineLearning/FgIKernel.h>
17 namespace MachineLearning
42 template<
typename Scalar>
109 void LogLikGradientX(
const af::array& inX,
const af::array& indL_dK, af::array& outdL_dX);
123 void LogLikGradientX(
const af::array& inXu,
const af::array& indL_dKuu,
const af::array& inX,
const af::array& indL_dKuf, af::array& outdL_dXu, af::array& outdL_dX);
135 void LogLikGradientParam(
const af::array& inX1,
const af::array& inX2,
const af::array& indL_dK, af::array& outdL_dParam);
147 void GradX(
const af::array& inX1,
const af::array& inX2,
int q, af::array& outdK_dX);
157 void DiagGradX(
const af::array& inX, af::array& outDiagdK_dX);
168 void DiagGradParam(
const af::array& inX,
const af::array& inCovDiag, af::array& outDiagdK_dParam);
192 void Psi1Derivative(
const af::array& inPsi1,
const af::array& indL_dpsi1,
const af::array& inZ,
const af::array& inMu,
193 const af::array& inSu, af::array& outdL_dParam, af::array& outdL_dXu, af::array* outdL_dX =
nullptr);
197 friend class boost::serialization::access;
199 template<
class Archive>
200 void serialize(Archive& ar,
unsigned int version)
202 ar & boost::serialization::base_object<IKernel<Scalar>>(*this);
204 ar& BOOST_SERIALIZATION_NVP(vKernel);
205 ar& BOOST_SERIALIZATION_NVP(vIndex);
209 std::vector<IKernel<Scalar>*> vKernel;
210 std::vector<af::array> vIndex;
Compound kernel function.
void LogLikGradientX(const af::array &inXu, const af::array &indL_dKuu, const af::array &inX, const af::array &indL_dKuf, af::array &outdL_dXu, af::array &outdL_dX)
Computes dL / dX and dL / dXu for sparse approximation GP.
CompoundKernel()
Default constructor.
af::array GetParameters()
Gets the parameters.
void DiagGradX(const af::array &inX, af::array &outDiagdK_dX)
Derivative of diagonal elemts of K w.r.t X.
~CompoundKernel()
Destructor.
void Psi1Derivative(const af::array &inPsi1, const af::array &indL_dpsi1, const af::array &inZ, const af::array &inMu, const af::array &inSu, af::array &outdL_dParam, af::array &outdL_dXu, af::array *outdL_dX=nullptr)
PSI statistics.
void GradX(const af::array &inX1, const af::array &inX2, int q, af::array &outdK_dX)
Computes dK/dX.
void DiagGradParam(const af::array &inX, const af::array &inCovDiag, af::array &outDiagdK_dParam)
Derivative of diagonal elemts of K w.r.t kernel parameters.
void SetParameters(const af::array ¶m)
Sets the parameters.
void ComputeDiagonal(const af::array &inX, af::array &outDiagonal)
Calculates only diagonal elements of K.
void AddKernel(IKernel< Scalar > *kernel, af::array index)
Adds a kernel object and the corresponding column index of X for computation.
void LogLikGradientX(const af::array &inX, const af::array &indL_dK, af::array &outdL_dX)
Computes dL/dX for full fit GP.
void LogLikGradientParam(const af::array &inX1, const af::array &inX2, const af::array &indL_dK, af::array &outdL_dParam)
Computes the gradient of the kernel parameters.
void ComputeKernelMatrix(const af::array &inX1, const af::array &inX2, af::array &outMatrix)
Computes the kernel matrix of the kernel.