Module Interfaces.Specs.Deriv.Inducing

module Inducing: sig .. end

Derivatives of the covariance matrix of inducing inputs

type upper 

Representation of precomputed data for calculating the upper triangle of the derivative of the covariance matrix of inducing inputs.

val calc_shared_upper : Eval.Kernel.t ->
       Interfaces.Specs.Eval.Inducing.t ->
       Lacaml.D.mat * upper

calc_shared_upper kernel inducing
Returns the pair (eval, upper), where eval is the upper triangle of the covariance matrix of inducing inputs for kernel, and upper is the precomputed data needed for taking derivatives.

val calc_deriv_upper : upper ->
       Interfaces.Specs.Deriv.Hyper.t -> Interfaces.symm_mat_deriv

calc_deriv_upper upper hyper
Returns the derivative of the (symmetric) covariance matrix of inducing inputs given precomputed data upper and the hyper-variable.