EyeCov

class glimix_core.cov.EyeCov(dim)

Identity covariance function, K = s·I.

The parameter s is the scale of the matrix.

Example

>>> from glimix_core.cov import EyeCov
>>>
>>> cov = EyeCov(2)
>>> cov.scale = 2.5
>>> print(cov.value())
[[2.5 0. ]
 [0.  2.5]]
>>> g = cov.gradient()
>>> print(g['logscale'])
[[2.5 0. ]
 [0.  2.5]]
>>> cov.name = "I"
>>> print(cov)
EyeCov(dim=2): I
  scale: 2.5

Parameters

dim (int) – Matrix dimension, d.

__init__(dim)

Constructor.

Parameters

dim (int) – Matrix dimension, d.

Methods

__init__(dim)	Constructor.
gradient()	Derivative of the covariance matrix over log(s), s⋅I.
value()	Covariance matrix.

Attributes

dim	Dimension of the matrix, d.
name	Name of this function.
scale	Scale parameter.