pymc.gp.cov.WarpedInput

class pymc.gp.cov.WarpedInput(input_dim, cov_func, warp_func, args=None, active_dims=None)

Warp the inputs of any kernel using an arbitrary function defined using PyTensor.

\[k(x, x') = k(w(x), w(x'))\]

Parameters:

cov_func: Covariance

warp_func: callable

PyTensor function of X and additional optional arguments.

args: optional, tuple or list of scalars or PyMC variables

Additional inputs (besides X or Xs) to warp_func.

Methods

WarpedInput.__init__(input_dim, cov_func, ...)
WarpedInput.diag(X)
WarpedInput.full(X[, Xs])

Attributes

n_dims

The dimensionality of the input, as taken from the active_dims.