Gaussian process

Constructors

Properties

Methods

Constructors

  • Parameters

    • Optionalkernel: "gaussian"

      Kernel name

    • Optionalbeta: number

      Precision parameter

    Returns GaussianProcess

Properties

_beta: number
_k: Matrix<T>
_kernel: GaussianKernel
_prec_t: Matrix
_t: Matrix<T>
_x: any[]

Methods

  • Fit model.

    Parameters

    • Optionallearning_rate: number

      Learning rate

    Returns void

  • Initialize model.

    Parameters

    • x: number[][]

      Training data

    • y: number[][]

      Target values

    Returns void

  • Returns predicted values.

    Parameters

    • x: number[][]

      Sample data

    Returns number[][]

    Predicted values