fit

open override fun fit(model: GaussianProcessModel, points: List<DoubleArray>, means: DoubleArray, noiseVars: DoubleArray, rnStream: RNStreamIfc)(source)

Sets the kernel hyperparameters of model given the training data. Randomness (if any) is drawn through rnStream.

Parameters

model

the Gaussian process whose kernel hyperparameters are to be set

points

the observed input points

means

the observed response means, aligned with points

noiseVars

the per-point noise variances, aligned with points

rnStream

the random number stream to use for any randomized search