Optimisation

Function to train a GP

optimisation.maximise(x_train: numpy.ndarray, y_train: numpy.ndarray, y_trans: bool = True, lambda_cap: float = 1) → object

Function for training one GP

Param

x_train (np.ndarray) : the inputs to the GP

Param

y_train (np.ndarray) : the output from the traning point

Param

y_trans (bool) : option to transform the target

Param

lambda_cap (float) : the prior width on the regression coefficients

Returns

gp_module (class) : Python class with the trained GP