KernelFunctions

Set of kernel or covariance functions for the nonparametric processes. More...

Classes
class	bayesopt::Kernel
	Interface for kernel functors. More...
class	bayesopt::KernelFactory
	Factory model for kernel functions This factory is based on the libgp library by Manuel Blum https://bitbucket.org/mblum/libgp which follows the squeme of GPML by Rasmussen and Nickisch http://www.gaussianprocess.org/gpml/code/matlab/doc/. More...
class	bayesopt::KernelModel
class	bayesopt::AtomicKernel
	Abstract class for an atomic kernel. More...
class	bayesopt::ISOkernel
	Abstract class for isotropic kernel functors. More...
class	bayesopt::ARDkernel
	Abstract class for anisotropic kernel functors using ARD (Automatic Relevance Determination) More...
class	bayesopt::CombinedKernel
	Abstract class for combined kernel. More...
class	bayesopt::ConstKernel
	Constant kernel. More...
class	bayesopt::SEIso
	Square exponential (Gaussian) kernel. More...
class	bayesopt::SEArd
	Square exponential (Gaussian) kernel. More...
class	bayesopt::HammingKernel
	Kernel for categorical data. More...
class	bayesopt::LinKernel
	Linear kernel. More...
class	bayesopt::LinKernelARD
	Linear kernel. More...
class	bayesopt::MaternIso1
	Matern isotropic kernel of 1st order. More...
class	bayesopt::MaternARD1
	Matern ARD kernel of 1st order. More...
class	bayesopt::MaternIso3
	Matern kernel of 3rd order. More...
class	bayesopt::MaternARD3
	Matern ARD kernel of 3rd order. More...
class	bayesopt::MaternIso5
	Matern isotropic kernel of 5th order. More...
class	bayesopt::MaternARD5
	Matern ARD kernel of 5th order. More...
class	bayesopt::Polynomial
	Polynomial covariance function. More...
class	bayesopt::Polynomial2
class	bayesopt::Polynomial3
class	bayesopt::Polynomial4
class	bayesopt::Polynomial5
class	bayesopt::Polynomial6
class	bayesopt::Polynomial7
class	bayesopt::KernelProd
	Product of two kernels. More...
class	bayesopt::RQIso
	Rational quadratic (Student's t) kernel. More...
class	bayesopt::KernelSum
	Sum of two kernels. More...

Functions
template<typename KernelType >
Kernel *	bayesopt::create_func ()
Kernel *	bayesopt::KernelModel::getKernel ()
void	bayesopt::KernelModel::setHyperParameters (const vectord &theta)
vectord	bayesopt::KernelModel::getHyperParameters ()
size_t	bayesopt::KernelModel::nHyperParameters ()
vectord	bayesopt::KernelModel::computeCrossCorrelation (const vecOfvec &XX, const vectord &query)
void	bayesopt::KernelModel::computeCrossCorrelation (const vecOfvec &XX, const vectord &query, vectord &knx)
double	bayesopt::KernelModel::computeSelfCorrelation (const vectord &query)
void	bayesopt::KernelModel::setKernelPrior (const vectord &theta, const vectord &s_theta)
	Set prior (Gaussian) for kernel hyperparameters.

Detailed Description

Set of kernel or covariance functions for the nonparametric processes.