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<div class="section" id="gpy-inference-latent-function-inference-package">
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<h1>GPy.inference.latent_function_inference package<a class="headerlink" href="#gpy-inference-latent-function-inference-package" title="Permalink to this headline">¶</a></h1>
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<div class="section" id="submodules">
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<h2>Submodules<a class="headerlink" href="#submodules" title="Permalink to this headline">¶</a></h2>
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</div>
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<div class="section" id="module-GPy.inference.latent_function_inference.dtc">
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<span id="gpy-inference-latent-function-inference-dtc-module"></span><h2>GPy.inference.latent_function_inference.dtc module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.dtc" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="GPy.inference.latent_function_inference.dtc.DTC">
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<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.dtc.</code><code class="descname">DTC</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/dtc.html#DTC"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.dtc.DTC" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
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<p>An object for inference when the likelihood is Gaussian, but we want to do sparse inference.</p>
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<p>The function self.inference returns a Posterior object, which summarizes
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the posterior.</p>
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<p>NB. It’s not recommended to use this function! It’s here for historical purposes.</p>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.dtc.DTC.inference">
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<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/dtc.html#DTC.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.dtc.DTC.inference" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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<dl class="class">
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<dt id="GPy.inference.latent_function_inference.dtc.vDTC">
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<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.dtc.</code><code class="descname">vDTC</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/dtc.html#vDTC"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.dtc.vDTC" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <code class="xref py py-class docutils literal"><span class="pre">object</span></code></p>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.dtc.vDTC.inference">
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<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>X_variance</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/dtc.html#vDTC.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.dtc.vDTC.inference" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-GPy.inference.latent_function_inference.exact_gaussian_inference">
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<span id="gpy-inference-latent-function-inference-exact-gaussian-inference-module"></span><h2>GPy.inference.latent_function_inference.exact_gaussian_inference module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.exact_gaussian_inference" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="GPy.inference.latent_function_inference.exact_gaussian_inference.ExactGaussianInference">
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<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.exact_gaussian_inference.</code><code class="descname">ExactGaussianInference</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/exact_gaussian_inference.html#ExactGaussianInference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.exact_gaussian_inference.ExactGaussianInference" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
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<p>An object for inference when the likelihood is Gaussian.</p>
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<p>The function self.inference returns a Posterior object, which summarizes
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the posterior.</p>
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<p>For efficiency, we sometimes work with the cholesky of Y*Y.T. To save repeatedly recomputing this, we cache it.</p>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.exact_gaussian_inference.ExactGaussianInference.get_YYTfactor">
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<code class="descname">get_YYTfactor</code><span class="sig-paren">(</span><em>Y</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/exact_gaussian_inference.html#ExactGaussianInference.get_YYTfactor"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.exact_gaussian_inference.ExactGaussianInference.get_YYTfactor" title="Permalink to this definition">¶</a></dt>
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<dd><p>find a matrix L which satisfies LL^T = YY^T.</p>
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<p>Note that L may have fewer columns than Y, else L=Y.</p>
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</dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.exact_gaussian_inference.ExactGaussianInference.inference">
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<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/exact_gaussian_inference.html#ExactGaussianInference.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.exact_gaussian_inference.ExactGaussianInference.inference" title="Permalink to this definition">¶</a></dt>
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<dd><p>Returns a Posterior class containing essential quantities of the posterior</p>
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</dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-GPy.inference.latent_function_inference.expectation_propagation">
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<span id="gpy-inference-latent-function-inference-expectation-propagation-module"></span><h2>GPy.inference.latent_function_inference.expectation_propagation module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.expectation_propagation" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation.EP">
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<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.expectation_propagation.</code><code class="descname">EP</code><span class="sig-paren">(</span><em>epsilon=1e-06</em>, <em>eta=1.0</em>, <em>delta=1.0</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation.html#EP"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation.EP" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation.EP.expectation_propagation">
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<code class="descname">expectation_propagation</code><span class="sig-paren">(</span><em>K</em>, <em>Y</em>, <em>likelihood</em>, <em>Y_metadata</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation.html#EP.expectation_propagation"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation.EP.expectation_propagation" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation.EP.inference">
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<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em>, <em>Z=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation.html#EP.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation.EP.inference" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation.EP.on_optimization_end">
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<code class="descname">on_optimization_end</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation.html#EP.on_optimization_end"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation.EP.on_optimization_end" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation.EP.on_optimization_start">
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<code class="descname">on_optimization_start</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation.html#EP.on_optimization_start"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation.EP.on_optimization_start" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation.EP.reset">
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<code class="descname">reset</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation.html#EP.reset"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation.EP.reset" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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</div>
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<div class="section" id="module-GPy.inference.latent_function_inference.expectation_propagation_dtc">
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<span id="gpy-inference-latent-function-inference-expectation-propagation-dtc-module"></span><h2>GPy.inference.latent_function_inference.expectation_propagation_dtc module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.expectation_propagation_dtc" title="Permalink to this headline">¶</a></h2>
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<dl class="class">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC">
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<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.expectation_propagation_dtc.</code><code class="descname">EPDTC</code><span class="sig-paren">(</span><em>epsilon=1e-06</em>, <em>eta=1.0</em>, <em>delta=1.0</em>, <em>limit=1</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
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<dl class="attribute">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.const_jitter">
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<code class="descname">const_jitter</code><em class="property"> = 1e-06</em><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.const_jitter" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.expectation_propagation">
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<code class="descname">expectation_propagation</code><span class="sig-paren">(</span><em>Kmm</em>, <em>Kmn</em>, <em>Y</em>, <em>likelihood</em>, <em>Y_metadata</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.expectation_propagation"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.expectation_propagation" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.get_VVTfactor">
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<code class="descname">get_VVTfactor</code><span class="sig-paren">(</span><em>Y</em>, <em>prec</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.get_VVTfactor"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.get_VVTfactor" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.inference">
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<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.inference" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
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|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.on_optimization_end">
|
||
|
|
<code class="descname">on_optimization_end</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.on_optimization_end"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.on_optimization_end" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
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|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.on_optimization_start">
|
||
|
|
<code class="descname">on_optimization_start</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.on_optimization_start"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.on_optimization_start" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
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|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.reset">
|
||
|
|
<code class="descname">reset</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.reset"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.reset" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
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|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.set_limit">
|
||
|
|
<code class="descname">set_limit</code><span class="sig-paren">(</span><em>limit</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/expectation_propagation_dtc.html#EPDTC.set_limit"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.expectation_propagation_dtc.EPDTC.set_limit" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference.fitc">
|
||
|
|
<span id="gpy-inference-latent-function-inference-fitc-module"></span><h2>GPy.inference.latent_function_inference.fitc module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.fitc" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.fitc.FITC">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.fitc.</code><code class="descname">FITC</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/fitc.html#FITC"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.fitc.FITC" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
|
||
|
|
<p>An object for inference when the likelihood is Gaussian, but we want to do sparse inference.</p>
|
||
|
|
<p>The function self.inference returns a Posterior object, which summarizes
|
||
|
|
the posterior.</p>
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.fitc.FITC.const_jitter">
|
||
|
|
<code class="descname">const_jitter</code><em class="property"> = 1e-06</em><a class="headerlink" href="#GPy.inference.latent_function_inference.fitc.FITC.const_jitter" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.fitc.FITC.inference">
|
||
|
|
<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/fitc.html#FITC.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.fitc.FITC.inference" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference.inferenceX">
|
||
|
|
<span id="gpy-inference-latent-function-inference-inferencex-module"></span><h2>GPy.inference.latent_function_inference.inferenceX module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.inferenceX" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.inferenceX.InferenceX">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.inferenceX.</code><code class="descname">InferenceX</code><span class="sig-paren">(</span><em>model</em>, <em>Y</em>, <em>name='inferenceX'</em>, <em>init='L2'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/inferenceX.html#InferenceX"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.inferenceX.InferenceX" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <a class="reference internal" href="GPy.core.html#GPy.core.model.Model" title="GPy.core.model.Model"><code class="xref py py-class docutils literal"><span class="pre">GPy.core.model.Model</span></code></a></p>
|
||
|
|
<p>The class for inference of new X with given new Y. (do_test_latent)</p>
|
||
|
|
<table class="docutils field-list" frame="void" rules="none">
|
||
|
|
<col class="field-name" />
|
||
|
|
<col class="field-body" />
|
||
|
|
<tbody valign="top">
|
||
|
|
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
|
||
|
|
<li><strong>model</strong> (<em>GPy.core.Model</em>) – the GPy model used in inference</li>
|
||
|
|
<li><strong>Y</strong> (<em>numpy.ndarray</em>) – the new observed data for inference</li>
|
||
|
|
</ul>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
</tbody>
|
||
|
|
</table>
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.inferenceX.InferenceX.compute_dL">
|
||
|
|
<code class="descname">compute_dL</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/inferenceX.html#InferenceX.compute_dL"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.inferenceX.InferenceX.compute_dL" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.inferenceX.InferenceX.log_likelihood">
|
||
|
|
<code class="descname">log_likelihood</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/inferenceX.html#InferenceX.log_likelihood"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.inferenceX.InferenceX.log_likelihood" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.inferenceX.InferenceX.parameters_changed">
|
||
|
|
<code class="descname">parameters_changed</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/inferenceX.html#InferenceX.parameters_changed"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.inferenceX.InferenceX.parameters_changed" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="function">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.inferenceX.infer_newX">
|
||
|
|
<code class="descclassname">GPy.inference.latent_function_inference.inferenceX.</code><code class="descname">infer_newX</code><span class="sig-paren">(</span><em>model</em>, <em>Y_new</em>, <em>optimize=True</em>, <em>init='L2'</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/inferenceX.html#infer_newX"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.inferenceX.infer_newX" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Infer the distribution of X for the new observed data <em>Y_new</em>.</p>
|
||
|
|
<table class="docutils field-list" frame="void" rules="none">
|
||
|
|
<col class="field-name" />
|
||
|
|
<col class="field-body" />
|
||
|
|
<tbody valign="top">
|
||
|
|
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
|
|
<li><strong>model</strong> (<em>GPy.core.Model</em>) – the GPy model used in inference</li>
|
||
|
|
<li><strong>Y_new</strong> (<em>numpy.ndarray</em>) – the new observed data for inference</li>
|
||
|
|
<li><strong>optimize</strong> (<em>boolean</em>) – whether to optimize the location of new X (True by default)</li>
|
||
|
|
</ul>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">a tuple containing the estimated posterior distribution of X and the model that optimize X</p>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr class="field-odd field"><th class="field-name">Return type:</th><td class="field-body"><p class="first last">(GPy.core.parameterization.variational.VariationalPosterior, GPy.core.Model)</p>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
</tbody>
|
||
|
|
</table>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference.laplace">
|
||
|
|
<span id="gpy-inference-latent-function-inference-laplace-module"></span><h2>GPy.inference.latent_function_inference.laplace module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.laplace" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.laplace.Laplace">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.laplace.</code><code class="descname">Laplace</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/laplace.html#Laplace"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.laplace.Laplace" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.laplace.Laplace.inference">
|
||
|
|
<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/laplace.html#Laplace.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.laplace.Laplace.inference" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Returns a Posterior class containing essential quantities of the posterior</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.laplace.Laplace.mode_computations">
|
||
|
|
<code class="descname">mode_computations</code><span class="sig-paren">(</span><em>f_hat</em>, <em>Ki_f</em>, <em>K</em>, <em>Y</em>, <em>likelihood</em>, <em>kern</em>, <em>Y_metadata</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/laplace.html#Laplace.mode_computations"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.laplace.Laplace.mode_computations" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>At the mode, compute the hessian and effective covariance matrix.</p>
|
||
|
|
<dl class="docutils">
|
||
|
|
<dt>returns: logZ <span class="classifier-delimiter">:</span> <span class="classifier">approximation to the marginal likelihood</span></dt>
|
||
|
|
<dd>woodbury_inv : variable required for calculating the approximation to the covariance matrix
|
||
|
|
dL_dthetaL : array of derivatives (1 x num_kernel_params)
|
||
|
|
dL_dthetaL : array of derivatives (1 x num_likelihood_params)</dd>
|
||
|
|
</dl>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.laplace.Laplace.rasm_mode">
|
||
|
|
<code class="descname">rasm_mode</code><span class="sig-paren">(</span><em>K</em>, <em>Y</em>, <em>likelihood</em>, <em>Ki_f_init</em>, <em>Y_metadata=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/laplace.html#Laplace.rasm_mode"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.laplace.Laplace.rasm_mode" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Rasmussen’s numerically stable mode finding
|
||
|
|
For nomenclature see Rasmussen & Williams 2006
|
||
|
|
Influenced by GPML (BSD) code, all errors are our own</p>
|
||
|
|
<table class="docutils field-list" frame="void" rules="none">
|
||
|
|
<col class="field-name" />
|
||
|
|
<col class="field-body" />
|
||
|
|
<tbody valign="top">
|
||
|
|
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
|
||
|
|
<li><strong>K</strong> (<em>NxD matrix</em>) – Covariance matrix evaluated at locations X</li>
|
||
|
|
<li><strong>Y</strong> (<em>np.ndarray</em>) – The data</li>
|
||
|
|
<li><strong>likelihood</strong> (<em>a GPy.likelihood object</em>) – the likelihood of the latent function value for the given data</li>
|
||
|
|
<li><strong>Ki_f_init</strong> (<em>np.ndarray</em>) – the initial guess at the mode</li>
|
||
|
|
<li><strong>Y_metadata</strong> (<em>np.ndarray | None</em>) – information about the data, e.g. which likelihood to take from a multi-likelihood object</li>
|
||
|
|
</ul>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first">f_hat, mode on which to make laplace approxmiation</p>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr class="field-odd field"><th class="field-name">Return type:</th><td class="field-body"><p class="first last">np.ndarray</p>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
</tbody>
|
||
|
|
</table>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="function">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.laplace.warning_on_one_line">
|
||
|
|
<code class="descclassname">GPy.inference.latent_function_inference.laplace.</code><code class="descname">warning_on_one_line</code><span class="sig-paren">(</span><em>message</em>, <em>category</em>, <em>filename</em>, <em>lineno</em>, <em>file=None</em>, <em>line=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/laplace.html#warning_on_one_line"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.laplace.warning_on_one_line" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference.posterior">
|
||
|
|
<span id="gpy-inference-latent-function-inference-posterior-module"></span><h2>GPy.inference.latent_function_inference.posterior module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.posterior" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.posterior.</code><code class="descname">Posterior</code><span class="sig-paren">(</span><em>woodbury_chol=None</em>, <em>woodbury_vector=None</em>, <em>K=None</em>, <em>mean=None</em>, <em>cov=None</em>, <em>K_chol=None</em>, <em>woodbury_inv=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/posterior.html#Posterior"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <code class="xref py py-class docutils literal"><span class="pre">object</span></code></p>
|
||
|
|
<p>An object to represent a Gaussian posterior over latent function values, p(f|D).
|
||
|
|
This may be computed exactly for Gaussian likelihoods, or approximated for
|
||
|
|
non-Gaussian likelihoods.</p>
|
||
|
|
<p>The purpose of this class is to serve as an interface between the inference
|
||
|
|
schemes and the model classes. the model class can make predictions for
|
||
|
|
the function at any new point x_* by integrating over this posterior.</p>
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.K_chol">
|
||
|
|
<code class="descname">K_chol</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.K_chol" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Cholesky of the prior covariance K</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.covariance">
|
||
|
|
<code class="descname">covariance</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.covariance" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Posterior covariance
|
||
|
|
$$
|
||
|
|
K_{xx} - K_{xx}W_{xx}^{-1}K_{xx}
|
||
|
|
W_{xx} := exttt{Woodbury inv}
|
||
|
|
$$</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.mean">
|
||
|
|
<code class="descname">mean</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.mean" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Posterior mean
|
||
|
|
$$
|
||
|
|
K_{xx}v
|
||
|
|
v := exttt{Woodbury vector}
|
||
|
|
$$</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.precision">
|
||
|
|
<code class="descname">precision</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.precision" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Inverse of posterior covariance</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.woodbury_chol">
|
||
|
|
<code class="descname">woodbury_chol</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.woodbury_chol" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>return $L_{W}$ where L is the lower triangular Cholesky decomposition of the Woodbury matrix
|
||
|
|
$$
|
||
|
|
L_{W}L_{W}^{ op} = W^{-1}
|
||
|
|
W^{-1} := exttt{Woodbury inv}
|
||
|
|
$$</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.woodbury_inv">
|
||
|
|
<code class="descname">woodbury_inv</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.woodbury_inv" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>The inverse of the woodbury matrix, in the gaussian likelihood case it is defined as
|
||
|
|
$$
|
||
|
|
(K_{xx} + Sigma_{xx})^{-1}
|
||
|
|
Sigma_{xx} := exttt{Likelihood.variance / Approximate likelihood covariance}
|
||
|
|
$$</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.posterior.Posterior.woodbury_vector">
|
||
|
|
<code class="descname">woodbury_vector</code><a class="headerlink" href="#GPy.inference.latent_function_inference.posterior.Posterior.woodbury_vector" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Woodbury vector in the gaussian likelihood case only is defined as
|
||
|
|
$$
|
||
|
|
(K_{xx} + Sigma)^{-1}Y
|
||
|
|
Sigma := exttt{Likelihood.variance / Approximate likelihood covariance}
|
||
|
|
$$</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference.var_dtc">
|
||
|
|
<span id="gpy-inference-latent-function-inference-var-dtc-module"></span><h2>GPy.inference.latent_function_inference.var_dtc module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.var_dtc" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc.VarDTC">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.var_dtc.</code><code class="descname">VarDTC</code><span class="sig-paren">(</span><em>limit=1</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc.html#VarDTC"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc.VarDTC" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
|
||
|
|
<p>An object for inference when the likelihood is Gaussian, but we want to do sparse inference.</p>
|
||
|
|
<p>The function self.inference returns a Posterior object, which summarizes
|
||
|
|
the posterior.</p>
|
||
|
|
<p>For efficiency, we sometimes work with the cholesky of Y*Y.T. To save repeatedly recomputing this, we cache it.</p>
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc.VarDTC.const_jitter">
|
||
|
|
<code class="descname">const_jitter</code><em class="property"> = 1e-06</em><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc.VarDTC.const_jitter" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc.VarDTC.get_VVTfactor">
|
||
|
|
<code class="descname">get_VVTfactor</code><span class="sig-paren">(</span><em>Y</em>, <em>prec</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc.html#VarDTC.get_VVTfactor"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc.VarDTC.get_VVTfactor" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc.VarDTC.inference">
|
||
|
|
<code class="descname">inference</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em>, <em>Y_metadata=None</em>, <em>Lm=None</em>, <em>dL_dKmm=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc.html#VarDTC.inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc.VarDTC.inference" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc.VarDTC.set_limit">
|
||
|
|
<code class="descname">set_limit</code><span class="sig-paren">(</span><em>limit</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc.html#VarDTC.set_limit"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc.VarDTC.set_limit" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="gpy-inference-latent-function-inference-var-dtc-gpu-module">
|
||
|
|
<h2>GPy.inference.latent_function_inference.var_dtc_gpu module<a class="headerlink" href="#gpy-inference-latent-function-inference-var-dtc-gpu-module" title="Permalink to this headline">¶</a></h2>
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference.var_dtc_parallel">
|
||
|
|
<span id="gpy-inference-latent-function-inference-var-dtc-parallel-module"></span><h2>GPy.inference.latent_function_inference.var_dtc_parallel module<a class="headerlink" href="#module-GPy.inference.latent_function_inference.var_dtc_parallel" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.var_dtc_parallel.</code><code class="descname">VarDTC_minibatch</code><span class="sig-paren">(</span><em>batchsize=None</em>, <em>limit=1</em>, <em>mpi_comm=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#VarDTC_minibatch"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a></p>
|
||
|
|
<p>An object for inference when the likelihood is Gaussian, but we want to do sparse inference.</p>
|
||
|
|
<p>The function self.inference returns a Posterior object, which summarizes
|
||
|
|
the posterior.</p>
|
||
|
|
<p>For efficiency, we sometimes work with the cholesky of Y*Y.T. To save repeatedly recomputing this, we cache it.</p>
|
||
|
|
<dl class="attribute">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.const_jitter">
|
||
|
|
<code class="descname">const_jitter</code><em class="property"> = 1e-06</em><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.const_jitter" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.gatherPsiStat">
|
||
|
|
<code class="descname">gatherPsiStat</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>Y</em>, <em>beta</em>, <em>uncertain_inputs</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#VarDTC_minibatch.gatherPsiStat"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.gatherPsiStat" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.inference_likelihood">
|
||
|
|
<code class="descname">inference_likelihood</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#VarDTC_minibatch.inference_likelihood"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.inference_likelihood" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>The first phase of inference:
|
||
|
|
Compute: log-likelihood, dL_dKmm</p>
|
||
|
|
<p>Cached intermediate results: Kmm, KmmInv,</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.inference_minibatch">
|
||
|
|
<code class="descname">inference_minibatch</code><span class="sig-paren">(</span><em>kern</em>, <em>X</em>, <em>Z</em>, <em>likelihood</em>, <em>Y</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#VarDTC_minibatch.inference_minibatch"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.inference_minibatch" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>The second phase of inference: Computing the derivatives over a minibatch of Y
|
||
|
|
Compute: dL_dpsi0, dL_dpsi1, dL_dpsi2, dL_dthetaL
|
||
|
|
return a flag showing whether it reached the end of Y (isEnd)</p>
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="method">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.set_limit">
|
||
|
|
<code class="descname">set_limit</code><span class="sig-paren">(</span><em>limit</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#VarDTC_minibatch.set_limit"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.VarDTC_minibatch.set_limit" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</dd></dl>
|
||
|
|
|
||
|
|
<dl class="function">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.update_gradients">
|
||
|
|
<code class="descclassname">GPy.inference.latent_function_inference.var_dtc_parallel.</code><code class="descname">update_gradients</code><span class="sig-paren">(</span><em>model</em>, <em>mpi_comm=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#update_gradients"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.update_gradients" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
<dl class="function">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.var_dtc_parallel.update_gradients_sparsegp">
|
||
|
|
<code class="descclassname">GPy.inference.latent_function_inference.var_dtc_parallel.</code><code class="descname">update_gradients_sparsegp</code><span class="sig-paren">(</span><em>model</em>, <em>mpi_comm=None</em><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference/var_dtc_parallel.html#update_gradients_sparsegp"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.var_dtc_parallel.update_gradients_sparsegp" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd></dd></dl>
|
||
|
|
|
||
|
|
</div>
|
||
|
|
<div class="section" id="module-GPy.inference.latent_function_inference">
|
||
|
|
<span id="module-contents"></span><h2>Module contents<a class="headerlink" href="#module-GPy.inference.latent_function_inference" title="Permalink to this headline">¶</a></h2>
|
||
|
|
<p>Inference over Gaussian process latent functions</p>
|
||
|
|
<p>In all our GP models, the consistency propery means that we have a Gaussian
|
||
|
|
prior over a finite set of points f. This prior is</p>
|
||
|
|
<blockquote>
|
||
|
|
<div>math:: N(f | 0, K)</div></blockquote>
|
||
|
|
<p>where K is the kernel matrix.</p>
|
||
|
|
<p>We also have a likelihood (see GPy.likelihoods) which defines how the data are
|
||
|
|
related to the latent function: p(y | f). If the likelihood is also a Gaussian,
|
||
|
|
the inference over f is tractable (see exact_gaussian_inference.py).</p>
|
||
|
|
<p>If the likelihood object is something other than Gaussian, then exact inference
|
||
|
|
is not tractable. We then resort to a Laplace approximation (laplace.py) or
|
||
|
|
expectation propagation (ep.py).</p>
|
||
|
|
<p>The inference methods return a
|
||
|
|
<a class="reference internal" href="#GPy.inference.latent_function_inference.posterior.Posterior" title="GPy.inference.latent_function_inference.posterior.Posterior"><code class="xref py py-class docutils literal"><span class="pre">Posterior</span></code></a>
|
||
|
|
instance, which is a simple
|
||
|
|
structure which contains a summary of the posterior. The model classes can then
|
||
|
|
use this posterior object for making predictions, optimizing hyper-parameters,
|
||
|
|
etc.</p>
|
||
|
|
<dl class="class">
|
||
|
|
<dt id="GPy.inference.latent_function_inference.InferenceMethodList">
|
||
|
|
<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.</code><code class="descname">InferenceMethodList</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference.html#InferenceMethodList"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.InferenceMethodList" title="Permalink to this definition">¶</a></dt>
|
||
|
|
<dd><p>Bases: <a class="reference internal" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="GPy.inference.latent_function_inference.LatentFunctionInference"><code class="xref py py-class docutils literal"><span class="pre">GPy.inference.latent_function_inference.LatentFunctionInference</span></code></a>, <code class="xref py py-class docutils literal"><span class="pre">list</span></code></p>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.InferenceMethodList.on_optimization_end">
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<code class="descname">on_optimization_end</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference.html#InferenceMethodList.on_optimization_end"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.InferenceMethodList.on_optimization_end" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.InferenceMethodList.on_optimization_start">
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<code class="descname">on_optimization_start</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference.html#InferenceMethodList.on_optimization_start"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.InferenceMethodList.on_optimization_start" title="Permalink to this definition">¶</a></dt>
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<dd></dd></dl>
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</dd></dl>
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<dl class="class">
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<dt id="GPy.inference.latent_function_inference.LatentFunctionInference">
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<em class="property">class </em><code class="descclassname">GPy.inference.latent_function_inference.</code><code class="descname">LatentFunctionInference</code><a class="reference internal" href="_modules/GPy/inference/latent_function_inference.html#LatentFunctionInference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.LatentFunctionInference" title="Permalink to this definition">¶</a></dt>
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<dd><p>Bases: <code class="xref py py-class docutils literal"><span class="pre">object</span></code></p>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.LatentFunctionInference.on_optimization_end">
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<code class="descname">on_optimization_end</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference.html#LatentFunctionInference.on_optimization_end"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.LatentFunctionInference.on_optimization_end" title="Permalink to this definition">¶</a></dt>
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<dd><p>This function gets called, just after the optimization loop ended.</p>
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</dd></dl>
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<dl class="method">
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<dt id="GPy.inference.latent_function_inference.LatentFunctionInference.on_optimization_start">
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<code class="descname">on_optimization_start</code><span class="sig-paren">(</span><span class="sig-paren">)</span><a class="reference internal" href="_modules/GPy/inference/latent_function_inference.html#LatentFunctionInference.on_optimization_start"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#GPy.inference.latent_function_inference.LatentFunctionInference.on_optimization_start" title="Permalink to this definition">¶</a></dt>
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<dd><p>This function gets called, just before the optimization loop to start.</p>
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</dd></dl>
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</dd></dl>
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<h3><a href="index.html">Table Of Contents</a></h3>
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<ul>
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<li><a class="reference internal" href="#">GPy.inference.latent_function_inference package</a><ul>
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<li><a class="reference internal" href="#submodules">Submodules</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.dtc">GPy.inference.latent_function_inference.dtc module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.exact_gaussian_inference">GPy.inference.latent_function_inference.exact_gaussian_inference module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.expectation_propagation">GPy.inference.latent_function_inference.expectation_propagation module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.expectation_propagation_dtc">GPy.inference.latent_function_inference.expectation_propagation_dtc module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.fitc">GPy.inference.latent_function_inference.fitc module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.inferenceX">GPy.inference.latent_function_inference.inferenceX module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.laplace">GPy.inference.latent_function_inference.laplace module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.posterior">GPy.inference.latent_function_inference.posterior module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.var_dtc">GPy.inference.latent_function_inference.var_dtc module</a></li>
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<li><a class="reference internal" href="#gpy-inference-latent-function-inference-var-dtc-gpu-module">GPy.inference.latent_function_inference.var_dtc_gpu module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference.var_dtc_parallel">GPy.inference.latent_function_inference.var_dtc_parallel module</a></li>
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<li><a class="reference internal" href="#module-GPy.inference.latent_function_inference">Module contents</a></li>
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