URANIE::Modeler::TGPCostFunction Class Reference

Description of the class TGPCostFunction. More...

#include <TGPCostFunction.h>

Inheritance diagram for URANIE::Modeler::TGPCostFunction:

Collaboration diagram for URANIE::Modeler::TGPCostFunction:

Public Member Functions
Constructor and Destructor
	TGPCostFunction (TGPBuilder *gpb)
	Standard constructor.
virtual	~TGPCostFunction ()
	Default destructor.
Get and Set methods
TGPBuilder *	getBuilder ()
	Return a pointer to the GP Builder.
Double_t *	getCovarianceMatrix ()
	Return a pointer to the GP Builder covariance matrix.
Double_t *	getCorrelationMatrix ()
	Return a pointer to the GP Builder correlation matrix.
Double_t *	getObservationVector ()
	Return a pointer to the observations outputs.
Int_t	getNObs ()
	Return the number of observations.
void	setBuilder (TGPBuilder *gpb)
Estimate
virtual Int_t	eval (Double_t *theta, Double_t *res, int=0)=0
	Evaluate the cost function (implemented in the children classes)
Printing Log
void	setLog ()
void	unsetLog ()
void	changeLog ()
Bool_t	getLog ()
virtual void	printLog (Option_t *option="")

Public Attributes
Bool_t	_blog
	Boolean to decide if the log information is shown or not.
TGPBuilder *	gpBuilder
	pointer to a gaussian process builder object.

Protected Attributes
Double_t *	_H
	pointer to the deterministic trend matrix (size: _n * _p)
Double_t *	_K
	pointer to the covariance matrix (size: _n * _n)
Double_t *	_C
	pointer to the correlation matrix (size: _n * _n)
Double_t *	_yObs
	pointer to the vector of observations outputs (size: _n)
Int_t	_n
	number of observations
Int_t	_p
	number of deterministic trend coefficients

Detailed Description

Description of the class TGPCostFunction.

This class defines a cost function used to select the optimal hyper-parameters of a Gaussian Process (correlation lengths, variance, etc.). Its children are wrappers to the various cost functions provided by the "gaussian process Library" (gpLib), by Jean-Marc Martinez.

Constructor & Destructor Documentation

TGPCostFunction()

URANIE::Modeler::TGPCostFunction::TGPCostFunction

(

TGPBuilder *

gpb

)

Standard constructor.

A TGPCostFunction object need to be associated with a TGPBuilder object which will provide the covariance matrix and the observations.

Parameters

gpb	(TGPBuilder*): pointer to a Gaussian Process Builder object.

Referenced by ClassImp().

~TGPCostFunction()

virtual URANIE::Modeler::TGPCostFunction::~TGPCostFunction ( )

virtual

Default destructor.

Referenced by ClassImp().

Member Function Documentation

changeLog()

void URANIE::Modeler::TGPCostFunction::changeLog ( )

inline

References _blog.

eval()

virtual Int_t URANIE::Modeler::TGPCostFunction::eval ( Double_t *  theta, Double_t *  res, int  = 0  )

pure virtual

Evaluate the cost function (implemented in the children classes)

Implemented in URANIE::Modeler::TGPLooCostFunction, URANIE::Modeler::TGPMLCostFunction, and URANIE::Modeler::TGPReMLCostFunction.

getBuilder()

TGPBuilder * URANIE::Modeler::TGPCostFunction::getBuilder ( )

inline

Return a pointer to the GP Builder.

References gpBuilder.

getCorrelationMatrix()

Double_t * URANIE::Modeler::TGPCostFunction::getCorrelationMatrix ( )

inline

Return a pointer to the GP Builder correlation matrix.

References _C.

getCovarianceMatrix()

Double_t * URANIE::Modeler::TGPCostFunction::getCovarianceMatrix ( )

inline

Return a pointer to the GP Builder covariance matrix.

References _K.

getLog()

Bool_t URANIE::Modeler::TGPCostFunction::getLog ( )

inline

References _blog.

getNObs()

Int_t URANIE::Modeler::TGPCostFunction::getNObs ( )

inline

Return the number of observations.

References _n.

getObservationVector()

Double_t * URANIE::Modeler::TGPCostFunction::getObservationVector ( )

inline

Return a pointer to the observations outputs.

References _yObs.

printLog()

virtual void URANIE::Modeler::TGPCostFunction::printLog ( Option_t *  option = "" )

virtual

Referenced by ClassImp().

setBuilder()

void URANIE::Modeler::TGPCostFunction::setBuilder ( TGPBuilder *  gpb )

inline

References gpBuilder.

setLog()

void URANIE::Modeler::TGPCostFunction::setLog ( )

inline

References _blog.

unsetLog()

void URANIE::Modeler::TGPCostFunction::unsetLog ( )

inline

References _blog.

Member Data Documentation

_blog

Bool_t URANIE::Modeler::TGPCostFunction::_blog

Boolean to decide if the log information is shown or not.

Referenced by changeLog(), ClassImp(), ClassImp(), ClassImp(), ClassImp(), getLog(), setLog(), and unsetLog().

_C

Double_t* URANIE::Modeler::TGPCostFunction::_C

protected

pointer to the correlation matrix (size: _n * _n)

Referenced by ClassImp(), and getCorrelationMatrix().

_H

Double_t* URANIE::Modeler::TGPCostFunction::_H

protected

pointer to the deterministic trend matrix (size: _n * _p)

Referenced by ClassImp(), ClassImp(), and ClassImp().

_K

Double_t* URANIE::Modeler::TGPCostFunction::_K

protected

pointer to the covariance matrix (size: _n * _n)

Referenced by ClassImp(), ClassImp(), ClassImp(), ClassImp(), and getCovarianceMatrix().

_n

Int_t URANIE::Modeler::TGPCostFunction::_n

protected

number of observations

Referenced by ClassImp(), ClassImp(), ClassImp(), and getNObs().

_p

Int_t URANIE::Modeler::TGPCostFunction::_p

protected

number of deterministic trend coefficients

Referenced by ClassImp(), ClassImp(), and ClassImp().

_yObs

Double_t* URANIE::Modeler::TGPCostFunction::_yObs

protected

pointer to the vector of observations outputs (size: _n)

Referenced by ClassImp(), ClassImp(), ClassImp(), and getObservationVector().

gpBuilder

TGPBuilder* URANIE::Modeler::TGPCostFunction::gpBuilder

pointer to a gaussian process builder object.

Referenced by ClassImp(), ClassImp(), ClassImp(), ClassImp(), getBuilder(), and setBuilder().