bayesopt::KernelModel Class Reference

Collaboration diagram for bayesopt::KernelModel:

Public Member Functions
	KernelModel (size_t dim, Parameters parameters)
Kernel *	getKernel ()
void	setHyperParameters (const vectord &theta)
vectord	getHyperParameters ()
size_t	nHyperParameters ()
void	setKernel (const vectord &thetav, const vectord &stheta, std::string k_name, size_t dim)
	Select kernel (covariance function) for the surrogate process. More...
void	setKernel (KernelParameters kernel, size_t dim)
	Wrapper of setKernel for C++ kernel structure.
void	computeCorrMatrix (const vecOfvec &XX, matrixd &corrMatrix, double nugget)
void	computeDerivativeCorrMatrix (const vecOfvec &XX, matrixd &corrMatrix, int dth_index)
vectord	computeCrossCorrelation (const vecOfvec &XX, const vectord &query)
void	computeCrossCorrelation (const vecOfvec &XX, const vectord &query, vectord &knx)
double	computeSelfCorrelation (const vectord &query)
double	kernelLogPrior ()

Private Member Functions
void	setKernelPrior (const vectord &theta, const vectord &s_theta)
	Set prior (Gaussian) for kernel hyperparameters.

Private Attributes
boost::scoped_ptr< Kernel >	mKernel
	Pointer to kernel function.
std::vector< boost::math::normal >	priorKernel
	Prior of kernel parameters.

Detailed Description

Definition at line 90 of file kernel_functors.hpp.

Member Function Documentation

setKernel()

void bayesopt::KernelModel::setKernel	(	const vectord &	thetav,
		const vectord &	stheta,
		std::string	k_name,
		size_t	dim
	)

Select kernel (covariance function) for the surrogate process.

Parameters

thetav	kernel parameters (mean)
stheta	kernel parameters (std)
k_name	kernel name

Definition at line 118 of file kernel_functors.cpp.

References bayesopt::KernelFactory::create().

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The documentation for this class was generated from the following files:

• kernel_functors.hpp
• kernel_functors.cpp