kernel {dgpsi} | R Documentation |
Initialize a Gaussian process node
Description
This function constructs a kernel object to represent properties of a
Gaussian process node.
Usage
kernel(
length,
scale = 1,
nugget = 1e-06,
name = "sexp",
prior_name = "ga",
prior_coef = c(1.6, 0.3),
nugget_est = FALSE,
scale_est = FALSE,
input_dim = NULL,
connect = NULL
)
Arguments
length |
a vector of lengthscales. The length of the vector equals to:
either one if the lengthscales in the kernel function are assumed same across input dimensions; or
the total number of input dimensions, which is the sum of the number of feeding GP nodes
in the last layer (defined by the argument input_dim ) and the number of connected global
input dimensions (defined by the argument connect ), if the lengthscales in the kernel function
are assumed different across input dimensions.
|
scale |
the variance of a GP node. Defaults to 1 .
|
nugget |
the nugget term of a GP node. Defaults to 1e-6 .
|
name |
kernel function to be used. Either "sexp" for squared exponential kernel or
"matern2.5" for Matérn-2.5 kernel. Defaults to "sexp" .
|
prior_name |
prior options for the lengthscales and nugget term. Either gamma ("ga" ) or inverse gamma ("inv_ga" ) distribution for
the lengthscales and nugget term. Set NULL to disable the prior. Defaults to "ga" .
|
prior_coef |
a vector that contains two values specifying the shape and rate
parameters of the gamma prior, or shape and scale parameters of the inverse gamma prior. Defaults to c(1.6,0.3) .
|
nugget_est |
set to TRUE to estimate the nugget term or to FALSE to fix the nugget term as specified
by the argument nugget . If set to TRUE , the value set to the argument nugget is used as the initial
value. Defaults to FALSE .
|
scale_est |
set to TRUE to estimate the variance (i.e., scale) or to FALSE to fix the variance (i.e., scale) as specified
by the argument scale . Defaults to FALSE .
|
input_dim |
a vector that contains either
the indices of GP nodes in the feeding layer whose outputs feed into this GP node; or
the indices of global input dimensions that are linked to the outputs of some feeding emulators,
if this GP node is in the first layer of a GP or DGP, which will be used for the linked emulation.
When set to NULL ,
all outputs from the GP nodes in the feeding layer feed into this GP node; or
all global input dimensions feed into this GP node.
Defaults to NULL .
|
connect |
a vector that contains the indices of dimensions in the global
input connecting to this GP node as additional input dimensions. When set to NULL , no global input
connection is implemented. Defaults to NULL . When this GP node is in the first layer of a GP or DGP emulator,
which will consequently be used for linked emulation, connect gives the indices of global input dimensions
that are not connected to some feeding emulators. In such a case, set input_dim to a vector of indices of
the remaining input dimensions that are connected to the feeding emulators.
|
Details
See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.
Value
A 'python' object to represent a GP node.
Examples
## Not run:
# Check https://mingdeyu.github.io/dgpsi-R/ for examples
# on how to customize DGP structures using kernel().
## End(Not run)
[Package
dgpsi version 2.1.5
Index]