#include <ConstantKernel.h>

Inheritance diagram for muq::Approximation::ConstantKernel:

Detailed Description

This class implements a constant kernel of the form

\[ k(x,y) = \sigma^2 \]

where, \(\sigma^2\) is the variance.

Definition at line 24 of file ConstantKernel.h.

Public Member Functions
	ConstantKernel (unsigned dim, const double sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

	ConstantKernel (unsigned dim, std::vector< unsigned > dimInds, const double sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

	ConstantKernel (unsigned dim, Eigen::MatrixXd const &sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

	ConstantKernel (unsigned dim, std::vector< unsigned > dimInds, Eigen::MatrixXd const &sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

virtual	~ConstantKernel ()=default

template<typename ScalarType1 , typename ScalarType2 , typename ScalarType3 >
void	FillBlockImpl (Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &x1, Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &x2, Eigen::Ref< const Eigen::Matrix< ScalarType2, Eigen::Dynamic, 1 >> const &params, Eigen::Ref< Eigen::Matrix< ScalarType3, Eigen::Dynamic, Eigen::Dynamic >> block) const

virtual std::tuple< std::shared_ptr< muq::Modeling::LinearSDE >, std::shared_ptr< muq::Modeling::LinearOperator >, Eigen::MatrixXd >	GetStateSpace (boost::property_tree::ptree sdeOptions=boost::property_tree::ptree()) const override
	Returns a state space representation of the covariance kernel. More...

	ConstantKernel (unsigned dim, const double sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

	ConstantKernel (unsigned dim, std::vector< unsigned > dimInds, const double sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

	ConstantKernel (unsigned dim, Eigen::MatrixXd const &sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

	ConstantKernel (unsigned dim, std::vector< unsigned > dimInds, Eigen::MatrixXd const &sigma2In, const Eigen::Vector2d sigmaBounds={0.0, std::numeric_limits< double >::infinity()})

virtual	~ConstantKernel ()

template<typename ScalarType1 , typename ScalarType2 , typename ScalarType3 >
void	FillBlockImpl (Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &x1, Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &x2, Eigen::Ref< const Eigen::Matrix< ScalarType2, Eigen::Dynamic, 1 >> const &params, Eigen::Ref< Eigen::Matrix< ScalarType3, Eigen::Dynamic, Eigen::Dynamic >> block) const

Public Member Functions inherited from muq::Approximation::KernelImpl< ConstantKernel >
	KernelImpl (unsigned inputDimIn, unsigned coDimIn, unsigned numParamsIn)

	KernelImpl (unsigned inputDimIn, std::vector< unsigned > dimIndsIn, unsigned coDimIn, unsigned numParamsIn)

virtual	~KernelImpl ()

virtual std::shared_ptr< KernelBase >	Clone () const override

virtual void	FillBlock (Eigen::Ref< const Eigen::VectorXd > const &x1, Eigen::Ref< const Eigen::VectorXd > const &x2, Eigen::Ref< const Eigen::VectorXd > const &params, Eigen::Ref< Eigen::MatrixXd > block) const override

virtual void	FillPosDerivBlock (Eigen::Ref< const Eigen::VectorXd > const &x1, Eigen::Ref< const Eigen::VectorXd > const &x2, Eigen::Ref< const Eigen::VectorXd > const &params, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > block) const override

void	FillPosDerivBlockImpl (Eigen::Ref< const Eigen::VectorXd > const &x1, Eigen::Ref< const Eigen::VectorXd > const &x2, Eigen::Ref< const Eigen::VectorXd > const &params, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > block) const

Eigen::Matrix< ScalarType, Eigen::Dynamic, 1 >	GetSegment (Eigen::Ref< const Eigen::Matrix< ScalarType, Eigen::Dynamic, 1 >> const &input) const

Public Member Functions inherited from muq::Approximation::KernelBase
	KernelBase (unsigned int inputDimIn, unsigned int coDimIn, unsigned int numParamsIn)

	KernelBase (unsigned int inputDimIn, std::vector< unsigned int > dimIndsIn, unsigned int coDimIn, unsigned int numParamsIn)

virtual	~KernelBase ()

virtual std::vector< std::shared_ptr< KernelBase > >	GetSeperableComponents ()
	Overridden by ProductKernel. More...

virtual Eigen::MatrixXd	Evaluate (Eigen::VectorXd const &x1, Eigen::VectorXd const &x2) const

virtual Eigen::MatrixXd	BuildCovariance (Eigen::MatrixXd const &x) const

virtual Eigen::MatrixXd	BuildCovariance (Eigen::MatrixXd const &x1, Eigen::MatrixXd const &x2) const

virtual void	FillCovariance (Eigen::MatrixXd const &xs, Eigen::MatrixXd const &ys, Eigen::Ref< Eigen::MatrixXd > cov) const

virtual void	FillCovariance (Eigen::MatrixXd const &xs, Eigen::Ref< Eigen::MatrixXd > cov) const

virtual void	FillDerivCovariance (Eigen::MatrixXd const &xs, Eigen::MatrixXd const &ys, std::vector< int > const &wrts, Eigen::Ref< Eigen::MatrixXd > cov) const

virtual Eigen::MatrixXd	GetPosDerivative (Eigen::VectorXd const &x1, Eigen::VectorXd const &x2, std::vector< int > const &wrts) const
	Returns derivatives of the kernel with respect to the first input, x1. More...

virtual Eigen::MatrixXd	GetParamBounds () const

virtual Eigen::VectorXd	GetParams () const

virtual void	SetParams (Eigen::VectorXd const &params)

Additional Inherited Members
Public Attributes inherited from muq::Approximation::KernelBase
const std::vector< unsigned int >	dimInds

const unsigned int	inputDim

const unsigned int	coDim

const unsigned int	numParams

Constructor & Destructor Documentation

◆ ConstantKernel() [1/8]

ConstantKernel::ConstantKernel	(	unsigned	dim,
		const double	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

Definition at line 8 of file ConstantKernel.cpp.

◆ ConstantKernel() [2/8]

ConstantKernel::ConstantKernel	(	unsigned	dim,
		std::vector< unsigned >	dimInds,
		const double	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

Definition at line 12 of file ConstantKernel.cpp.

◆ ConstantKernel() [3/8]

ConstantKernel::ConstantKernel	(	unsigned	dim,
		Eigen::MatrixXd const &	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

Definition at line 18 of file ConstantKernel.cpp.

References muq::Approximation::KernelBase::cachedParams, muq::Approximation::KernelBase::numParams, and muq::Approximation::KernelBase::paramBounds.

◆ ConstantKernel() [4/8]

ConstantKernel::ConstantKernel	(	unsigned	dim,
		std::vector< unsigned >	dimInds,
		Eigen::MatrixXd const &	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

Definition at line 36 of file ConstantKernel.cpp.

References muq::Approximation::KernelBase::cachedParams, muq::Approximation::KernelBase::numParams, and muq::Approximation::KernelBase::paramBounds.

◆ ~ConstantKernel() [1/2]

virtual muq::Approximation::ConstantKernel::~ConstantKernel ( )

virtualdefault

◆ ConstantKernel() [5/8]

muq::Approximation::ConstantKernel::ConstantKernel	(	unsigned	dim,
		const double	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

inline

Definition at line 29 of file LinearKernel.h.

◆ ConstantKernel() [6/8]

muq::Approximation::ConstantKernel::ConstantKernel	(	unsigned	dim,
		std::vector< unsigned >	dimInds,
		const double	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

inline

Definition at line 33 of file LinearKernel.h.

◆ ConstantKernel() [7/8]

muq::Approximation::ConstantKernel::ConstantKernel	(	unsigned	dim,
		Eigen::MatrixXd const &	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

inline

Definition at line 39 of file LinearKernel.h.

◆ ConstantKernel() [8/8]

muq::Approximation::ConstantKernel::ConstantKernel	(	unsigned	dim,
		std::vector< unsigned >	dimInds,
		Eigen::MatrixXd const &	sigma2In,
		const Eigen::Vector2d	sigmaBounds = `{0.0, std::numeric_limits<double>::infinity()}`
	)

inline

Definition at line 57 of file LinearKernel.h.

◆ ~ConstantKernel() [2/2]

virtual muq::Approximation::ConstantKernel::~ConstantKernel ( )

inlinevirtual

Definition at line 76 of file LinearKernel.h.

Member Function Documentation

◆ FillBlockImpl() [1/2]

template<typename ScalarType1 , typename ScalarType2 , typename ScalarType3 >

void muq::Approximation::ConstantKernel::FillBlockImpl	(	Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &	x1,
		Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &	x2,
		Eigen::Ref< const Eigen::Matrix< ScalarType2, Eigen::Dynamic, 1 >> const &	params,
		Eigen::Ref< Eigen::Matrix< ScalarType3, Eigen::Dynamic, Eigen::Dynamic >>	block
	)		const

inline

Definition at line 50 of file ConstantKernel.h.

References muq::Approximation::KernelBase::coDim.

◆ FillBlockImpl() [2/2]

template<typename ScalarType1 , typename ScalarType2 , typename ScalarType3 >

void muq::Approximation::ConstantKernel::FillBlockImpl	(	Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &	x1,
		Eigen::Ref< const Eigen::Matrix< ScalarType1, Eigen::Dynamic, 1 >> const &	x2,
		Eigen::Ref< const Eigen::Matrix< ScalarType2, Eigen::Dynamic, 1 >> const &	params,
		Eigen::Ref< Eigen::Matrix< ScalarType3, Eigen::Dynamic, Eigen::Dynamic >>	block
	)		const

inline

Definition at line 79 of file LinearKernel.h.

References muq::Approximation::KernelBase::coDim.

◆ GetNumParams() [1/2]

static unsigned muq::Approximation::ConstantKernel::GetNumParams ( Eigen::MatrixXd const & cov )

inlinestaticprivate

Definition at line 70 of file ConstantKernel.h.

◆ GetNumParams() [2/2]

static unsigned muq::Approximation::ConstantKernel::GetNumParams ( Eigen::MatrixXd const & cov )

inlinestaticprivate

Definition at line 96 of file LinearKernel.h.

◆ GetStateSpace()

std::tuple< std::shared_ptr< muq::Modeling::LinearSDE >, std::shared_ptr< muq::Modeling::LinearOperator >, Eigen::MatrixXd > ConstantKernel::GetStateSpace ( boost::property_tree::ptree sdeOptions = boost::property_tree::ptree() ) const

overridevirtual

Returns a state space representation of the covariance kernel.

If this is a one dimensional kernel (i.e., inputDim=1 and coDim=1), this function returns a state space representation of the covariance kernel. In particular, it returns a linear time invariant stochastic differential equation, whose solution, when started with the returned stationary covariance, provides the same information as this Gaussian process. The first component of the vector-valued stochastic differential equation is related to the Gaussian process. See "Kalman filtering and smoothing solutions to temporal Gaussian process regression models," by Jouni Hartikainen and Simo Sarkka, for more information.

Reimplemented from muq::Approximation::KernelBase.

Definition at line 56 of file ConstantKernel.cpp.

References muq::Approximation::KernelBase::cachedParams, muq::Approximation::KernelBase::coDim, and muq::Approximation::KernelBase::inputDim.

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

doxygen_prep/MUQ/Approximation/GaussianProcesses/ConstantKernel.h
doxygen_prep/MUQ/Approximation/GaussianProcesses/LinearKernel.h
doxygen_prep/modules/Approximation/src/GaussianProcesses/ConstantKernel.cpp

Detailed Description

Public Member Functions

Additional Inherited Members

Constructor & Destructor Documentation

◆ ConstantKernel() [1/8]

◆ ConstantKernel() [2/8]

◆ ConstantKernel() [3/8]

◆ ConstantKernel() [4/8]

◆ ~ConstantKernel() [1/2]

◆ ConstantKernel() [5/8]

◆ ConstantKernel() [6/8]

◆ ConstantKernel() [7/8]

◆ ConstantKernel() [8/8]

◆ ~ConstantKernel() [2/2]

Member Function Documentation

◆ FillBlockImpl() [1/2]

◆ FillBlockImpl() [2/2]

◆ GetNumParams() [1/2]

◆ GetNumParams() [2/2]

◆ GetStateSpace()