gr_clust_multi_GP_common_hp_i: Gradient of the penalised elbo for multiple individual GPs...

In MagmaClustR: Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean

Gradient of the penalised elbo for multiple individual GPs with common HPs

Description

Gradient of the penalised elbo for multiple individual GPs with common HPs

Usage

gr_clust_multi_GP_common_hp_i(hp, db, hyperpost, kern, pen_diag = NULL)

Arguments

hp	A tibble, data frame or name vector of hyper-parameters.
db	A tibble containing values we want to compute elbo on. Required columns: Input, Output. Additional covariate columns are allowed.
hyperpost	List of parameters for the K mean Gaussian processes.
kern	A kernel function used to compute the covariance matrix at corresponding timestamps.
pen_diag	A jitter term that is added to the covariance matrix to avoid numerical issues when inverting, in cases of nearly singular matrices.

Value

The gradient of the penalised Gaussian elbo for the sum of the M individual GPs with common HPs.

Examples

TRUE

MagmaClustR documentation built on June 29, 2024, 1:06 a.m.