package gpr

Type of trained models with derivatives

Type of trained models for general hyper parameters

calc model ~targets

• returns

  trained model with derivative information given the untrained model and targets.

calc_eval trained

• returns

  trained model without derivative information given trained.

calc_log_evidence_sigma2 trained

• returns

  the derivative of the log evidence for the trained model with respect to the noise level (sigma2). This includes the contribution to the derivative by model.

prepare_hyper trained

• returns

  the trained model prepared for calculating derivatives for arbitrary hyper parameters.

calc_log_evidence hyper_t hyper

• returns

  the derivative of the log evidence given prepared, trained model hyper_t with respect to the hyper variable.