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adding a comment to clarify predictive_gradeints (Thanks AT)
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@ -241,12 +241,14 @@ class GP(Model):
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def predictive_gradients(self, Xnew):
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"""
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Compute the derivatives of the latent function with respect to X*
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Compute the derivatives of the predicted latent function with respect to X*
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Given a set of points at which to predict X* (size [N*,Q]), compute the
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derivatives of the mean and variance. Resulting arrays are sized:
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dmu_dX* -- [N*, Q ,D], where D is the number of output in this GP (usually one).
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Note that this is not the same as computing the mean and variance of the derivative of the function!
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dv_dX* -- [N*, Q], (since all outputs have the same variance)
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:param X: The points at which to get the predictive gradients
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:type X: np.ndarray (Xnew x self.input_dim)
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@ -296,6 +296,8 @@ class Exponential(Stationary):
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return -0.5*self.K_of_r(r)
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class OU(Stationary):
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"""
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OU kernel:
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