hsgp

HSGP components.

Functions

approx_hsgp_hyperparams(x, x_center, ...)	Use heuristics for minimum m and c values.
create_complexity_penalizing_prior(*[, ...])	Create prior that penalizes complexity for GP lengthscale.
create_constrained_inverse_gamma_prior(*, upper)	Create a lengthscale prior for the HSGP model.
create_eta_prior([mass, upper])	Create prior for the variance.
create_m_and_L_recommendations(X, X_mid[, ...])	Create recommendations for the number of basis functions based on the data.

Classes

CovFunc(value)	Supported covariance functions for the HSGP model.
HSGP(**data)	HSGP component.
HSGPBase(**data)	Shared logic between HSGP and HSGPPeriodic.
HSGPPeriodic(**data)	HSGP component for periodic data.
PeriodicCovFunc(value)	Supported covariance functions for the HSGP model.
SoftPlusHSGP(**data)	HSGP with softplus transformation.