MUQ  0.4.3
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muq::Approximation::SquaredExpKernel Class Reference
Gaussian Processes » Covariance Kernels

#include <SquaredExpKernel.h>

Inheritance diagram for muq::Approximation::SquaredExpKernel:
[legend]

Detailed Description

This class implements a kernel of the form

\[ k(x,y) = \sigma^2 \exp\left(-\frac{1}{2}\frac{|x-y|^2}{L^2}\right) \]

for some variance \(\sigma^2\) and lengthscale \(L\).

Definition at line 24 of file SquaredExpKernel.h.

Public Member Functions

 SquaredExpKernel (unsigned dimIn, std::vector< unsigned > dimInds, double sigma2In, double lengthIn)
 
 SquaredExpKernel (unsigned dimIn, std::vector< unsigned > dimInds, double sigma2In, double lengthIn, Eigen::Vector2d sigmaBounds, Eigen::Vector2d lengthBounds)
 
 SquaredExpKernel (unsigned dimIn, double sigma2In, double lengthIn)
 
 SquaredExpKernel (unsigned dimIn, double sigma2In, double lengthIn, Eigen::Vector2d sigmaBounds, Eigen::Vector2d lengthBounds)
 
virtual ~SquaredExpKernel ()
 
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< SquaredExpKernel >
 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)
 
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
 Returns a state space representation of the covariance kernel. More...
 

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

◆ SquaredExpKernel() [1/4]

muq::Approximation::SquaredExpKernel::SquaredExpKernel ( unsigned  dimIn,
std::vector< unsigned >  dimInds,
double  sigma2In,
double  lengthIn 
)
inline

Definition at line 29 of file SquaredExpKernel.h.

◆ SquaredExpKernel() [2/4]

muq::Approximation::SquaredExpKernel::SquaredExpKernel ( unsigned  dimIn,
std::vector< unsigned >  dimInds,
double  sigma2In,
double  lengthIn,
Eigen::Vector2d  sigmaBounds,
Eigen::Vector2d  lengthBounds 
)
inline

Definition at line 40 of file SquaredExpKernel.h.

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

◆ SquaredExpKernel() [3/4]

muq::Approximation::SquaredExpKernel::SquaredExpKernel ( unsigned  dimIn,
double  sigma2In,
double  lengthIn 
)
inline

Definition at line 58 of file SquaredExpKernel.h.

◆ SquaredExpKernel() [4/4]

muq::Approximation::SquaredExpKernel::SquaredExpKernel ( unsigned  dimIn,
double  sigma2In,
double  lengthIn,
Eigen::Vector2d  sigmaBounds,
Eigen::Vector2d  lengthBounds 
)
inline

Definition at line 67 of file SquaredExpKernel.h.

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

◆ ~SquaredExpKernel()

virtual muq::Approximation::SquaredExpKernel::~SquaredExpKernel ( )
inlinevirtual

Definition at line 84 of file SquaredExpKernel.h.

Member Function Documentation

◆ FillBlockImpl()

template<typename ScalarType1 , typename ScalarType2 , typename ScalarType3 >
void muq::Approximation::SquaredExpKernel::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 87 of file SquaredExpKernel.h.

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