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
)
| 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]", |
no outgoing calls
no test coverage detected