cmp::gp Namespace Reference

Classes
class	GaussianProcess
	This class implements a Gaussian Process (GP) regression model for non-parametric Bayesian regression. More...
class	MultiOutputGaussianProcess
	Manages a collection of independent Gaussian Processes for multi-output regression. More...

Enumerations
enum	method { MLE , LOO , LOO_MSE }
	Optimization method for GP hyperparameters. More...
enum	type { PRIOR , POSTERIOR }
	GP evaluation type. More...

Enumeration Type Documentation

method

enum cmp::gp::method

Optimization method for GP hyperparameters.

Enumerator
MLE	Maximum Likelihood Estimation (maximizing marginal likelihood)
LOO	Leave-One-Out cross-validation predictive probability optimization.
LOO_MSE	Leave-One-Out Mean Squared Error minimization.

type

enum cmp::gp::type

GP evaluation type.

Enumerator
PRIOR	Prior GP response (before conditioning on training data)
POSTERIOR	Posterior GP response (conditioned on training data)