Signature for evaluating multiple inputs
val get_n_points : t -> intget_n_points inputs
number of input points.
val choose_subset : t -> Gpr_utils.Int_vec.t -> tchoose_subset inputs indexes
subset of input points from inputs having indexes.
val create_inducing : Kernel.t -> t -> Inducing.tcreate_inducing kernel inputs
inducing points made from inputs and given kernel.
val create_default_kernel_params : t -> n_inducing:int -> Kernel.paramscreate_default_kernel_params inputs ~n_inducing
default kernel parameters to be used with n_inducing inducing points and inputs.
calc_upper kernel inputs
upper triangle of covariance matrix of inputs given kernel.
calc_diag kernel inputs
diagonal of covariance matrix of inputs given kernel.
val calc_cross : Kernel.t -> inputs:t -> inducing:Inducing.t -> Lacaml.D.matcalc_cross kernel ~inputs ~inducing
cross-covariance matrix of inputs (indexing rows) and inducing points (indexing columns).
val weighted_eval :
Kernel.t ->
inputs:t ->
inducing:Inducing.t ->
coeffs:Lacaml.D.vec ->
Lacaml.D.vecweighted_eval kernel ~inputs ~inducing ~coeffs
vector of coeff-weighted sums of covariances between inputs and inducing inputs given kernel.