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[predict] documentation
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@ -229,13 +229,14 @@ class GP(Model):
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:param Y_metadata: metadata about the predicting point to pass to the likelihood
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:param kern: The kernel to use for prediction (defaults to the model
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kern). this is useful for examining e.g. subprocesses.
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:returns: (mean, var, lower_upper):
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:returns: (mean, var):
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mean: posterior mean, a Numpy array, Nnew x self.input_dim
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var: posterior variance, a Numpy array, Nnew x 1 if full_cov=False, Nnew x Nnew otherwise
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lower_upper: lower and upper boundaries of the 95% confidence intervals, Numpy arrays, Nnew x self.input_dim
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If full_cov and self.input_dim > 1, the return shape of var is Nnew x Nnew x self.input_dim. If self.input_dim == 1, the return shape is Nnew x Nnew.
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This is to allow for different normalizations of the output dimensions.
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Note: If you want the predictive quantiles (e.g. 95% confidence interval) use :py:func:~GPy.core.gp.GP.predict_quantiles.
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"""
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#predict the latent function values
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mu, var = self._raw_predict(Xnew, full_cov=full_cov, kern=kern)
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@ -255,7 +256,7 @@ class GP(Model):
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:param quantiles: tuple of quantiles, default is (2.5, 97.5) which is the 95% interval
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:type quantiles: tuple
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:returns: list of quantiles for each X and predictive quantiles for interval combination
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:rtype: [np.ndarray (Xnew x self.input_dim), np.ndarray (Xnew x self.input_dim)]
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:rtype: [np.ndarray (Xnew x self.output_dim), np.ndarray (Xnew x self.output_dim)]
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"""
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m, v = self._raw_predict(X, full_cov=False)
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if self.normalizer is not None:
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