GaussianProcess

class pyapprox.surrogates.GaussianProcess(kernel=None, *, alpha=1e-10, optimizer='fmin_l_bfgs_b', n_restarts_optimizer=0, normalize_y=False, copy_X_train=True, random_state=None)

Bases: GaussianProcessRegressor

A Gaussian process.

Methods Summary

__call__(samples[, return_std, return_cov, ...])

A light weight wrapper of sklearn GaussianProcessRegressor.predict function.

condition_number()

fit(train_samples, train_values)

A light weight wrapper of sklearn GaussianProcessRegressor.fit function.

get_training_samples()

map_from_canonical(canonical_samples)

map_to_canonical(samples)

num_training_samples()

plot_1d(num_XX_test, bounds[, ax, ...])

predict_random_realization(samples[, ...])

Predict values of a random realization of the Gaussian process

set_variable_transformation(var_trans)

Methods Documentation