Sequential Design for Deep Gaussian Processes using MCMC


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Documentation for package ‘deepgp’ version 0.2.0

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deepgp-package Package deepgp
ALC Active Learning Cohn for Sequential Design
ALC.dgp2 Active Learning Cohn for Sequential Design
ALC.dgp3 Active Learning Cohn for Sequential Design
ALC.gp Active Learning Cohn for Sequential Design
calc_K Calculates covariance matrix
continue Continues MCMC sampling
continue.dgp2 Continues MCMC sampling
continue.dgp3 Continues MCMC sampling
continue.gp Continues MCMC sampling
EI Expected Improvement for Sequential Design
EI.dgp2 Expected Improvement for Sequential Design
EI.dgp3 Expected Improvement for Sequential Design
EI.gp Expected Improvement for Sequential Design
fit_one_layer MCMC sampling for one layer GP
fit_three_layer MCMC sampling for three layer deep GP
fit_two_layer MCMC sampling for two layer deep GP
IMSE Integrated Mean-Squared (prediction) Error for Sequential Design
IMSE.dgp2 Integrated Mean-Squared (prediction) Error for Sequential Design
IMSE.dgp3 Integrated Mean-Squared (prediction) Error for Sequential Design
IMSE.gp Integrated Mean-Squared (prediction) Error for Sequential Design
plot Plots object from "'deepgp'" package
plot.dgp2 Plots object from "'deepgp'" package
plot.dgp3 Plots object from "'deepgp'" package
plot.gp Plots object from "'deepgp'" package
predict Predict posterior mean and variance/covariance
predict.dgp2 Predict posterior mean and variance/covariance
predict.dgp3 Predict posterior mean and variance/covariance
predict.gp Predict posterior mean and variance/covariance
rmse Calculates RMSE
score Calculates score
sq_dist Calculates squared pairwise distances
trim Trim/Thin MCMC iterations
trim.dgp2 Trim/Thin MCMC iterations
trim.dgp3 Trim/Thin MCMC iterations
trim.gp Trim/Thin MCMC iterations