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hub / github.com/GPflow/GPflow / predict_f

Method predict_f

gpflow/models/model.py:196–225  ·  view source on GitHub ↗

r""" Compute the mean and variance of the posterior latent function(s) at the input points. Given $x_i$ this computes $f_i$, for: .. math:: :nowrap: \begin{align} \theta & \sim p(\theta) \\ f & \sim \ma

(
        self, Xnew: InputData, full_cov: bool = False, full_output_cov: bool = False
    )

Source from the content-addressed store, hash-verified

194 "return[1]: [batch..., N, P] if (not full_cov) and (not full_output_cov)",
195 )
196 def predict_f(
197 self, Xnew: InputData, full_cov: bool = False, full_output_cov: bool = False
198 ) -> MeanAndVariance:
199 r"""
200 Compute the mean and variance of the posterior latent function(s) at the input points.
201
202 Given $x_i$ this computes $f_i$, for:
203
204 .. math::
205 :nowrap:
206
207 \begin{align}
208 \theta & \sim p(\theta) \\
209 f & \sim \mathcal{GP}(m(x), k(x, x'; \theta)) \\
210 f_i & = f(x_i) \\
211 \end{align}
212
213 For an example of how to use ``predict_f``, see
214 :doc:`../../../../notebooks/getting_started/basic_usage`.
215
216 :param Xnew:
217 Input locations at which to compute mean and variance.
218 :param full_cov:
219 If ``True``, compute the full covariance between the inputs.
220 If ``False``, only returns the point-wise variance.
221 :param full_output_cov:
222 If ``True``, compute the full covariance between the outputs.
223 If ``False``, assumes outputs are independent.
224 """
225 raise NotImplementedError
226
227 @check_shapes(
228 "Xnew: [batch..., N, D]",

Callers 3

predict_f_samplesMethod · 0.95
predict_yMethod · 0.95
predict_log_densityMethod · 0.95

Calls

no outgoing calls

Tested by

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