KSLCore/ksl.simopt.solvers.algorithms.bo/HyperparameterFitterIfc

HyperparameterFitterIfc

fun interface HyperparameterFitterIfc(source)

Strategy for selecting a Gaussian process's kernel hyperparameters (length scales and signal variance) from data. Implementations set the hyperparameters on the supplied model's kernel; the solver re-fits the model afterward.

Inheritors

FixedHyperparameters

MleHyperparameterFitter

Functions

fit

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

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