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# libgp - Gaussian process library for Machine Learning | ||
# Copyright (c) 2013, Manuel Blum <[email protected]> | ||
# All rights reserved. | ||
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ADD_EXECUTABLE(gpdense gp_example_dense.cc) | ||
TARGET_LINK_LIBRARIES(gpdense gp) |
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "gp.h" | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_H__ | ||
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/** Draw random target values from this covariance function for input X. */ | ||
Eigen::VectorXd draw_random_sample(Eigen::MatrixXd &X); | ||
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/** Get distance threshold of this covariance function. */ | ||
virtual double get_threshold(); | ||
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/** Set distance threshold of this covariance function. */ | ||
virtual void set_threshold(double threshold); | ||
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bool loghyper_changed; | ||
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protected: | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_FACTORY_H__ | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_LINEAR_ARD_H__ | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_LINEAR_ONE__ | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_MATERN3_ISO_H__ | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_MATERN5_ISO_H__ | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_NOISE_H__ | ||
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// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_PERIODIC_MATERN3_ISO_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_RQ_ISO_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_SE_ARD_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_SE_ISO_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_SUM_H__ | ||
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@@ -22,8 +22,6 @@ namespace libgp | |
void grad(const Eigen::VectorXd &x1, const Eigen::VectorXd &x2, Eigen::VectorXd &grad); | ||
void set_loghyper(const Eigen::VectorXd &p); | ||
virtual std::string to_string(); | ||
virtual double get_threshold(); | ||
virtual void set_threshold(double threshold); | ||
private: | ||
size_t param_dim_first; | ||
size_t param_dim_second; | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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/*! | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __GP_UTILS_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __COV_INPUT_DIM_FILTER__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __RPROP_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#ifndef __SAMPLESET_H__ | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov.h" | ||
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solver = K.llt(); | ||
return solver.matrixL() * y; | ||
} | ||
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double CovarianceFunction::get_threshold() | ||
{ | ||
return INFINITY; | ||
} | ||
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void CovarianceFunction::set_threshold(double threshold) | ||
{ | ||
std::cerr << "warning: thresholding is not supported for " << to_string() | ||
<< " covariance function." << std::endl; | ||
} | ||
} |
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include <string> | ||
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#include "cov_linear_one.h" | ||
#include "cov_se_ard.h" | ||
#include "cov_se_iso.h" | ||
#include "cov_rbf_cs.h" | ||
#include "cov_matern3_iso.h" | ||
#include "cov_matern5_iso.h" | ||
#include "cov_rq_iso.h" | ||
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@@ -28,7 +27,6 @@ namespace libgp { | |
registry["CovMatern3iso"] = & create_func<CovMatern3iso>; | ||
registry["CovMatern5iso"] = & create_func<CovMatern5iso>; | ||
registry["CovNoise"] = & create_func<CovNoise>; | ||
registry["CovRBFCS"] = & create_func<CovRBFCS>; | ||
registry["CovRQiso"] = & create_func<CovRQiso>; | ||
registry["CovSEard"] = & create_func<CovSEard>; | ||
registry["CovSEiso"] = & create_func<CovSEiso>; | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov_linear_ard.h" | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov_linear_one.h" | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov_matern3_iso.h" | ||
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return "CovMatern3iso"; | ||
} | ||
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} | ||
} |
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov_matern5_iso.h" | ||
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return "CovMatern5iso"; | ||
} | ||
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} | ||
} |
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov_noise.h" | ||
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@@ -1,5 +1,5 @@ | ||
// libgp - Gaussian process library for Machine Learning | ||
// Copyright (c) 2011, Manuel Blum <[email protected]> | ||
// Copyright (c) 2013, Manuel Blum <[email protected]> | ||
// All rights reserved. | ||
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#include "cov_periodic_matern3_iso.h" | ||
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