smile-kotlin/smile.regression/gpr

gpr

object gpr(source)

Gaussian Process for Regression.

Functions

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fun <T> approx(x: Array<T>, y: DoubleArray, t: Array<T>, kernel: MercerKernel<T>, noise: Double, normalize: Boolean = true): GaussianProcessRegression<T>

Fits an approximate Gaussian process model with a subset of regressors.

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fun <T> nystrom(x: Array<T>, y: DoubleArray, t: Array<T>, kernel: MercerKernel<T>, noise: Double, normalize: Boolean = true): GaussianProcessRegression<T>

Fits an approximate Gaussian process model with Nystrom approximation of kernel matrix.