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

#include <SumKernel.h>

Inheritance diagram for muq::Approximation::SumKernel:
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Detailed Description

\[ k)x,y) = k_1(x,y) + k_2(x,y) \]

Definition at line 21 of file SumKernel.h.

Public Member Functions

 SumKernel (std::shared_ptr< KernelBase > kernel1In, std::shared_ptr< KernelBase > kernel2In)
 
virtual ~SumKernel ()
 
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
 
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...
 
- 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

◆ SumKernel()

SumKernel::SumKernel ( std::shared_ptr< KernelBase >  kernel1In,
std::shared_ptr< KernelBase >  kernel2In 
)

Definition at line 10 of file SumKernel.cpp.

References muq::Approximation::KernelBase::cachedParams, kernel1, kernel2, and muq::Approximation::KernelBase::numParams.

◆ ~SumKernel()

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

Definition at line 28 of file SumKernel.h.

Member Function Documentation

◆ Clone()

virtual std::shared_ptr<KernelBase> muq::Approximation::SumKernel::Clone ( ) const
inlineoverridevirtual

Implements muq::Approximation::KernelBase.

Definition at line 30 of file SumKernel.h.

References kernel1, and kernel2.

◆ FillBlock()

void SumKernel::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
overridevirtual

For particular points and parameters, this function fills in one block of the covariance matrix.

Implements muq::Approximation::KernelBase.

Definition at line 25 of file SumKernel.cpp.

References muq::Approximation::KernelBase::coDim, kernel1, and kernel2.

◆ FillPosDerivBlock()

void SumKernel::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
overridevirtual

Evaluates a first or higher order derivative of the covariance kernel with respect to one of the position variables.

Implements muq::Approximation::KernelBase.

Definition at line 40 of file SumKernel.cpp.

References muq::Approximation::KernelBase::coDim, kernel1, and kernel2.

◆ GetStateSpace()

std::tuple< std::shared_ptr< muq::Modeling::LinearSDE >, std::shared_ptr< muq::Modeling::LinearOperator >, Eigen::MatrixXd > SumKernel::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 54 of file SumKernel.cpp.

References muq::Modeling::LinearSDE::Concatenate(), kernel1, and kernel2.

Member Data Documentation

◆ kernel1

std::shared_ptr<KernelBase> muq::Approximation::SumKernel::kernel1
private

Definition at line 48 of file SumKernel.h.

Referenced by Clone(), FillBlock(), FillPosDerivBlock(), GetStateSpace(), and SumKernel().

◆ kernel2

std::shared_ptr<KernelBase> muq::Approximation::SumKernel::kernel2
private

Definition at line 49 of file SumKernel.h.

Referenced by Clone(), FillBlock(), FillPosDerivBlock(), GetStateSpace(), and SumKernel().

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