gr_clust_multi_GP_common_hp_i {MagmaClustR} | R Documentation |
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
[Package MagmaClustR version 1.2.1 Index]