kernels

Hyperparameters and kernel functors

Defines kernel functors (inheriting KernelFn) that transform crosswise difference tensors into cross-covariance matrices and pairwise difference matrices into covariance or kernel tensors.

See the following example to initialize an MuyGPyS.gp.kernels.Matern object. Other kernel functors are similar, but require different hyperparameters.

Example

>>> from MuyGPyS.gp.kernels import Matern
>>> kern = Matern(
...     nu=ScalarHyperparameter("log_sample", (0.1, 2.5)),
...     metric=IsotropicDistortion(
...         l2,
...         length_scale=ScalarHyperparameter(1.0),
...     ),
... )

One uses a previously computed pairwise_diffs tensor (see MuyGPyS.gp.tensor.pairwise_tensor()) to compute a kernel tensor whose second two dimensions contain square kernel matrices. Similarly, one uses a previously computed crosswise_diffs matrix (see MuyGPyS.gp.tensor.crosswise_diffs()) to compute a cross-covariance matrix. See the following example, which assumes that you have already constructed the difference numpy.ndarrays and the kernel kern as shown above.

Example

>>> K = kern(pairwise_diffs)
>>> Kcross = kern(crosswise_diffs)

class MuyGPyS.gp.kernels.kernel_fn.KernelFn(metric)[source]

Bases: object

A kernel functor.

Base class for kernel functors that include a hyperparameter Dict and a call mechanism.

Parameters:: kwargs – Ignored (by this base class) keyword arguments.

__call__(diffs)[source]

Call self as a function.

Return type:: ndarray

get_opt_params()[source]

Report lists of unfixed hyperparameter names, values, and bounds.

Return type:

Tuple[List[str], List[float], List[Tuple[float, float]]]

Returns:

names:: A list of unfixed hyperparameter names.
params:: A list of unfixed hyperparameter values.
bounds:: A list of unfixed hyperparameter bound tuples.

set_params(**kwargs)[source]

Reset hyperparameters using hyperparameter dict(s).

Parameters:: kwargs – Hyperparameter kwargs.
Return type:: None

MuyGPyS.gp.kernels.rbf: alias of <module ‘MuyGPyS.gp.kernels.rbf’ from ‘/home/docs/checkouts/readthedocs.org/user_builds/muygpys/envs/docs/lib/python3.8/site-packages/MuyGPyS/gp/kernels/rbf.py’>

MuyGPyS.gp.kernels.matern: alias of <module ‘MuyGPyS.gp.kernels.matern’ from ‘/home/docs/checkouts/readthedocs.org/user_builds/muygpys/envs/docs/lib/python3.8/site-packages/MuyGPyS/gp/kernels/matern.py’>