LinearCov

class glimix_core.cov.LinearCov(X)

Linear covariance function, K = s⋅XXᵀ.

The mathematical representation is s⋅XXᵀ, for a n×r matrix X provided by the user and a scaling parameter s.

Example

>>> from glimix_core.cov import LinearCov
>>> from numpy import dot
>>> from numpy.random import RandomState
>>>
>>> X = RandomState(0).randn(2, 3)
>>> cov = LinearCov(X)
>>> cov.scale = 1.3
>>> cov.name = "K"
>>> print(cov)
LinearCov(): K
  scale: 1.3

__init__(X)

Constructor.

Parameters

X (array_like) – Matrix X from K = s⋅XXᵀ.

Methods

__init__(X)	Constructor.
fix()	Prevent s update during optimization.
gradient()	Derivative of the covariance matrix over log(s).
unfix()	Enable s update during optimization.
value()	Covariance matrix.

Attributes

X	Matrix X from K = s⋅XXᵀ.
name	Name of this function.
scale	Scale parameter.