cmp::mean::Mean Class Reference

Abstract base class for Gaussian Process prior mean functions. More...

#include <mean++.h>

Inheritance diagram for cmp::mean::Mean:

Public Member Functions
virtual	~Mean ()=default
virtual double	eval (const Eigen::VectorXd &x, const Eigen::VectorXd &par) const =0
virtual double	evalGradient (const Eigen::VectorXd &x, const Eigen::VectorXd &par, const size_t &i) const =0
virtual double	evalHessian (const Eigen::VectorXd &x, const Eigen::VectorXd &par, const size_t &i, const size_t &j) const =0

Detailed Description

Abstract base class for Gaussian Process prior mean functions.

Mathematical Formulation The mean function \(m: \mathbb{R}^D \to \mathbb{R}\) defines the expected value of the GP prior at any input \(\mathbf{x}\):

\[ m(\mathbf{x}) = \mathbb{E}[f(\mathbf{x})] \]

Commonly configured as a constant \(m(\mathbf{x}) = c\) or zero \(m(\mathbf{x}) = 0\).

Implementation Algorithm Provides virtual interfaces for mean evaluations (eval), first-order gradients (evalGradient) with respect to a parameter \(p_i\), and second-order Hessians (evalHessian).

Constructor & Destructor Documentation

~Mean()

virtual cmp::mean::Mean::~Mean ( )

virtualdefault

Member Function Documentation

eval()

virtual double cmp::mean::Mean::eval ( const Eigen::VectorXd &  x, const Eigen::VectorXd &  par  ) const

pure virtual

Implemented in cmp::mean::Constant, cmp::mean::Zero, and cmp::mean::ModelClusterMean.

evalGradient()

virtual double cmp::mean::Mean::evalGradient ( const Eigen::VectorXd &  x, const Eigen::VectorXd &  par, const size_t &  i  ) const

pure virtual

Implemented in cmp::mean::Constant, cmp::mean::Zero, and cmp::mean::ModelClusterMean.

evalHessian()

virtual double cmp::mean::Mean::evalHessian ( const Eigen::VectorXd &  x, const Eigen::VectorXd &  par, const size_t &  i, const size_t &  j  ) const

pure virtual

Implemented in cmp::mean::Constant, cmp::mean::Zero, and cmp::mean::ModelClusterMean.

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The documentation for this class was generated from the following file:

• include/mean++.h