Coverage for src/lsqfitgp/_GP/_gp.py: 100%
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1# lsqfitgp/_GP/_gp.py
2#
3# Copyright (c) 2023, Giacomo Petrillo
4#
5# This file is part of lsqfitgp.
6#
7# lsqfitgp is free software: you can redistribute it and/or modify
8# it under the terms of the GNU General Public License as published by
9# the Free Software Foundation, either version 3 of the License, or
10# (at your option) any later version.
11#
12# lsqfitgp is distributed in the hope that it will be useful,
13# but WITHOUT ANY WARRANTY; without even the implied warranty of
14# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
15# GNU General Public License for more details.
16#
17# You should have received a copy of the GNU General Public License
18# along with lsqfitgp. If not, see <http://www.gnu.org/licenses/>.
20from . import _base, _compute, _elements, _processes 1abcdef
22class GP(_compute.GPCompute, _elements.GPElements, _processes.GPProcesses): 1abcdef
23 """
25 Object that represents a Gaussian process.
27 A `GP` is structured like a pair of dictionaries, one for "processes", and
28 one for "elements". The processes represent independent Gaussian processes,
29 i.e., infinite-dimensional Normally distributed variables. The elements
30 represent finite-dimensional Normal variables, typically finite subsets of
31 the processes.
33 The methods to define processes start with "def", while those to define
34 elements starts with "add". The basic methods are `defproc` and `addx`.
36 A `GP` object is immutable. Methods that modify the Gaussian process return
37 a new object which differs only in the requested modification, leaving the
38 original untouched.
40 Parameters
41 ----------
42 covfun : Kernel, optional
43 An instance of `Kernel` representing the covariance kernel of the
44 default process of the GP object. It can be left unspecified.
45 solver : str, default 'chol'
46 The algorithm used to decompose the prior covariance matrix. See
47 `decompose` for the available solvers.
48 checkpos : bool, default True
49 Raise a `LinAlgError` if the prior covariance matrix turns out non
50 positive within numerical error.
51 checksym : bool, default True
52 Check that the prior covariance matrix is symmetric.
53 checkfinite : bool, default True
54 Check that the prior covariance matrix does not contain infs or nans.
55 checklin : bool, default True
56 The method `addlintransf` will check that the given transformation is
57 linear on a random input tensor.
58 posepsfac : number, default 1
59 The threshold used to check if the prior covariance matrix is positive
60 definite is multiplied by this factor.
61 halfmatrix : bool, default False
62 If ``checksym=False``, compute only half of the covariance matrices by
63 unrolling their lower triangular part as flat arrays. This may actually
64 be a large performance hit if the input arrays have large item size or
65 if the implementation of the kernel takes advantage of non-broadcasted
66 inputs.
67 **kw
68 Additional keyword arguments are passed to the solver, see `decompose`.
70 Methods
71 -------
72 addx
73 Add points where a process is evaluated.
74 addlintransf
75 Define a finite linear transformation.
76 addtransf
77 Define a finite linear transformation with explicit coefficients.
78 addcov
79 Introduce a set of user-provided prior covariance matrix blocks.
80 defproc
81 Define a new independent process with a kernel.
82 deflintransf
83 Define a pointwise linear transformation.
84 deftransf
85 Define a pointwise linear transformation with explicit coefficients.
86 deflinop
87 Define an arbitrary linear transformation through a kernel method.
88 defderiv
89 Define a process as the derivative of another one.
90 defxtransf
91 Define a process with transformed inputs.
92 defrescale
93 Rescale a process.
94 prior
95 Compute the prior.
96 pred
97 Compute the posterior.
98 predfromfit
99 Like `pred` with ``fromdata=False``.
100 predfromdata
101 Like `pred` with ``fromdata=True``.
102 marginal_likelihood
103 Compute the probability density.
104 decompose
105 Decompose a pos. semidef. matrix.
107 Attributes
108 ----------
109 DefaultProcess :
110 Key that identifies the default process.
112 """
114 def __init__(self, 1abcdef
115 covfun=None,
116 *,
117 solver='chol',
118 checkpos=True,
119 checksym=True,
120 checkfinite=True,
121 checklin=True,
122 posepsfac=1,
123 halfmatrix=False,
124 **kw,
125 ):
126 _base.GPBase.__init__(self, checkfinite=checkfinite, checklin=checklin) 1abcdef
127 _processes.GPProcesses.__init__(self, covfun=covfun) 1abcdef
128 _elements.GPElements.__init__(self, checkpos=checkpos, checksym=checksym, posepsfac=posepsfac, halfmatrix=halfmatrix) 1abcdef
129 _compute.GPCompute.__init__(self, solver=solver, solverkw=kw) 1abcdef