SparseGP Class

Infer.NET Documentation

Microsoft Research, Cambridge

A Gaussian Process distribution over functions, represented by a GP prior times a set of regression likelihoods on basis points. The GP prior and basis point locations are stored in FixedParameters. The regression likelihoods are stored as a single VectorGaussian called InducingDist. IncludePrior=false does not include the prior in the distribution (i.e. the distribution is degenerate). If pointFunc != null, the distribution is a point mass. If InducingDist is uniform and IncludePrior is false, the distribution is uniform. The GP prior is assumed to be non-uniform.

Inheritance Hierarchy

System�Object
��MicrosoftResearch.Infer.Distributions�SparseGP

Namespace:�MicrosoftResearch.Infer.Distributions
Assembly:�Infer.Runtime (in Infer.Runtime.dll) Version: 2.5.30417.0 (2.5.30417.0)

Syntax

C++

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[SerializableAttribute]
[Quality(QualityBand.Preview)]
public�class�SparseGP : IGaussianProcess, IDistribution<IFunction>, 
	ICloneable, HasPoint<IFunction>, Diffable, SettableToUniform, 
	CanGetLogProb<IFunction>, SettableTo<SparseGP>, SettableToProduct<SparseGP>, 
	SettableToProduct<SparseGP, SparseGP>, SettableToRatio<SparseGP>, 
	SettableToRatio<SparseGP, SparseGP>, SettableToPower<SparseGP>, 
	SettableToWeightedSum<SparseGP>, CanGetLogAverageOf<SparseGP>, CanGetLogAverageOfPower<SparseGP>, 
	CanGetAverageLog<SparseGP>, CanGetMean<IFunction>, Sampleable<IFunction>

[SerializableAttribute]
[Quality(QualityBand.Preview)]
public�class�SparseGP : IGaussianProcess, IDistribution<IFunction>, 
	ICloneable, HasPoint<IFunction>, Diffable, SettableToUniform, 
	CanGetLogProb<IFunction>, SettableTo<SparseGP>, SettableToProduct<SparseGP>, 
	SettableToProduct<SparseGP, SparseGP>, SettableToRatio<SparseGP>, 
	SettableToRatio<SparseGP, SparseGP>, SettableToPower<SparseGP>, 
	SettableToWeightedSum<SparseGP>, CanGetLogAverageOf<SparseGP>, CanGetLogAverageOfPower<SparseGP>, 
	CanGetAverageLog<SparseGP>, CanGetMean<IFunction>, Sampleable<IFunction>

[<SerializableAttribute>]
[<Quality(QualityBand.Preview)>]
type�SparseGP =  
    class�
��������interface�IGaussianProcess�
��������interface�IDistribution<IFunction>
        interface�ICloneable�
��������interface�HasPoint<IFunction>
        interface�Diffable�
��������interface�SettableToUniform�
��������interface�CanGetLogProb<IFunction>
        interface�SettableTo<SparseGP>
        interface�SettableToProduct<SparseGP>
        interface�SettableToProduct<SparseGP, SparseGP>
        interface�SettableToRatio<SparseGP>
        interface�SettableToRatio<SparseGP, SparseGP>
        interface�SettableToPower<SparseGP>
        interface�SettableToWeightedSum<SparseGP>
        interface�CanGetLogAverageOf<SparseGP>
        interface�CanGetLogAverageOfPower<SparseGP>
        interface�CanGetAverageLog<SparseGP>
        interface�CanGetMean<IFunction>
        interface�Sampleable<IFunction>
    end

[<SerializableAttribute>]
[<Quality(QualityBand.Preview)>]
type�SparseGP =  
    class�
��������interface�IGaussianProcess�
��������interface�IDistribution<IFunction>
        interface�ICloneable�
��������interface�HasPoint<IFunction>
        interface�Diffable�
��������interface�SettableToUniform�
��������interface�CanGetLogProb<IFunction>
        interface�SettableTo<SparseGP>
        interface�SettableToProduct<SparseGP>
        interface�SettableToProduct<SparseGP, SparseGP>
        interface�SettableToRatio<SparseGP>
        interface�SettableToRatio<SparseGP, SparseGP>
        interface�SettableToPower<SparseGP>
        interface�SettableToWeightedSum<SparseGP>
        interface�CanGetLogAverageOf<SparseGP>
        interface�CanGetLogAverageOfPower<SparseGP>
        interface�CanGetAverageLog<SparseGP>
        interface�CanGetMean<IFunction>
        interface�Sampleable<IFunction>
    end

[SerializableAttribute]
[Quality(QualityBand::Preview)]
public�ref class�SparseGP : IGaussianProcess, 
	IDistribution<IFunction^>, ICloneable, HasPoint<IFunction^>, 
	Diffable, SettableToUniform, CanGetLogProb<IFunction^>, SettableTo<SparseGP^>, 
	SettableToProduct<SparseGP^>, SettableToProduct<SparseGP^, SparseGP^>, 
	SettableToRatio<SparseGP^>, SettableToRatio<SparseGP^, SparseGP^>, 
	SettableToPower<SparseGP^>, SettableToWeightedSum<SparseGP^>, CanGetLogAverageOf<SparseGP^>, 
	CanGetLogAverageOfPower<SparseGP^>, CanGetAverageLog<SparseGP^>, CanGetMean<IFunction^>, 
	Sampleable<IFunction^>

[SerializableAttribute]
[Quality(QualityBand::Preview)]
public�ref class�SparseGP : IGaussianProcess, 
	IDistribution<IFunction^>, ICloneable, HasPoint<IFunction^>, 
	Diffable, SettableToUniform, CanGetLogProb<IFunction^>, SettableTo<SparseGP^>, 
	SettableToProduct<SparseGP^>, SettableToProduct<SparseGP^, SparseGP^>, 
	SettableToRatio<SparseGP^>, SettableToRatio<SparseGP^, SparseGP^>, 
	SettableToPower<SparseGP^>, SettableToWeightedSum<SparseGP^>, CanGetLogAverageOf<SparseGP^>, 
	CanGetLogAverageOfPower<SparseGP^>, CanGetAverageLog<SparseGP^>, CanGetMean<IFunction^>, 
	Sampleable<IFunction^>

<SerializableAttribute> _
<Quality(QualityBand.Preview)> _
Public�Class�SparseGP _
	Implements�IGaussianProcess, IDistribution(Of�IFunction),  _
	ICloneable, HasPoint(Of�IFunction), Diffable, SettableToUniform,  _
	CanGetLogProb(Of�IFunction), SettableTo(Of�SparseGP), SettableToProduct(Of�SparseGP),  _
	SettableToProduct(Of�SparseGP, SparseGP), SettableToRatio(Of�SparseGP),  _
	SettableToRatio(Of�SparseGP, SparseGP), SettableToPower(Of�SparseGP),  _
	SettableToWeightedSum(Of�SparseGP), CanGetLogAverageOf(Of�SparseGP), CanGetLogAverageOfPower(Of�SparseGP),  _
	CanGetAverageLog(Of�SparseGP), CanGetMean(Of�IFunction), Sampleable(Of�IFunction)

<SerializableAttribute> _
<Quality(QualityBand.Preview)> _
Public�Class�SparseGP _
	Implements�IGaussianProcess, IDistribution(Of�IFunction),  _
	ICloneable, HasPoint(Of�IFunction), Diffable, SettableToUniform,  _
	CanGetLogProb(Of�IFunction), SettableTo(Of�SparseGP), SettableToProduct(Of�SparseGP),  _
	SettableToProduct(Of�SparseGP, SparseGP), SettableToRatio(Of�SparseGP),  _
	SettableToRatio(Of�SparseGP, SparseGP), SettableToPower(Of�SparseGP),  _
	SettableToWeightedSum(Of�SparseGP), CanGetLogAverageOf(Of�SparseGP), CanGetLogAverageOfPower(Of�SparseGP),  _
	CanGetAverageLog(Of�SparseGP), CanGetMean(Of�IFunction), Sampleable(Of�IFunction)

Remarks

This distribution family comes from the paper "Sparse-posterior Gaussian Processes for general likelihoods" by Qi et al (2010), http://event.cwi.nl/uai2010/papers/UAI2010_0283.pdf

The state of the distribution is represented by (FixedParameters, IncludePrior, InducingDist, pointFunc).