[1] | 1 | package agents.anac.y2015.Phoenix.GP;/* This file is part of the jgpml Project.
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| 2 | * http://github.com/renzodenardi/jgpml
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| 3 | *
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| 4 | * Copyright (c) 2011 Renzo De Nardi and Hugo Gravato-Marques
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| 5 | *
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| 6 | * Permission is hereby granted, free of charge, to any person
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| 7 | * obtaining a copy of this software and associated documentation
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| 8 | * files (the "Software"), to deal in the Software without
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| 9 | * restriction, including without limitation the rights to use,
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| 10 | * copy, modify, merge, publish, distribute, sublicense, and/or sell
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| 11 | * copies of the Software, and to permit persons to whom the
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| 12 | * Software is furnished to do so, subject to the following
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| 13 | * conditions:
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| 14 | *
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| 15 | * The above copyright notice and this permission notice shall be
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| 16 | * included in all copies or substantial portions of the Software.
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| 17 | *
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| 18 | * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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| 19 | * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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| 20 | * OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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| 21 | * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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| 22 | * HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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| 23 | * WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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| 24 | * FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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| 25 | * OTHER DEALINGS IN THE SOFTWARE.
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| 26 | */
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| 27 |
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| 28 | import agents.Jama.Matrix;
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| 29 |
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| 30 |
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| 31 | public interface CovarianceFunction {
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| 32 |
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| 33 | /**
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| 34 | * Returns the number of hyperparameters of this<code>PhoenixAlpha.CovarianceFunction</code>
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| 35 | * @return number of hyperparameters
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| 36 | */
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| 37 | public int numParameters();
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| 38 |
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| 39 | /**
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| 40 | * Compute covariance matrix of a dataset X
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| 41 | * @param loghyper column <code>Matrix</code> of hyperparameters
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| 42 | * @param X input dataset
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| 43 | * @return K covariance <code>Matrix</code>
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| 44 | */
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| 45 | public Matrix compute(Matrix loghyper, Matrix X);
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| 46 |
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| 47 | /**
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| 48 | * Compute compute test set covariances
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| 49 | * @param loghyper column <code>Matrix</code> of hyperparameters
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| 50 | * @param X input dataset
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| 51 | * @param Xstar test set
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| 52 | * @return [K(Xstar,Xstar) K(X,Xstar)]
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| 53 | */
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| 54 | public Matrix[] compute(Matrix loghyper, Matrix X, Matrix Xstar);
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| 55 |
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| 56 | /**
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| 57 | * Coompute the derivatives of this <code>PhoenixAlpha.CovarianceFunction</code> with respect
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| 58 | * to the hyperparameter with index <code>idx</code>
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| 59 | *
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| 60 | * @param loghyper hyperparameters
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| 61 | * @param X input dataset
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| 62 | * @param index hyperparameter index
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| 63 | * @return <code>Matrix</code> of derivatives
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| 64 | */
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| 65 | public Matrix computeDerivatives(Matrix loghyper, Matrix X, int index);
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| 66 |
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| 67 | }
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