itergp.methods

Iterative Gaussian Process Approximation Methods.

Classes

AutoPreconditionedConjugateGradient(precond_iter)

Auto-Preconditioned Conjugate Gradient method.

Cholesky([atol, rtol, maxrank])

Cholesky decomposition.

ConjugateGradient([precond_inv, maxiter, ...])

Conjugate Gradient method.

MixedStrategy(base_policies, iters[, atol, ...])

Iterative approximation method with a mixed strategy.

ProjectedBayesRegressor([descending, ...])

Projected Bayes Regressor.

PseudoInput(pseudo_inputs)

Pseudo-input approximation method.

Class Inheritance Diagram

Inheritance diagram of itergp.methods.AutoPreconditionedConjugateGradient, itergp.methods.Cholesky, itergp.methods.ConjugateGradient, itergp.methods.MixedStrategy, itergp.methods.ProjectedBayesRegressor, itergp.methods.PseudoInput