F# Data
Deedle
R Provider
F# ChartingOptimization
Nested types and modules
| Type | Description |
| Parameters | Type alias for kernel parameters |
| Module | Description |
| GradientDescent | |
| MetropolisHastings | |
| SquaredExp |
Functions and values
| Function or value | Description |
gradientDescent (...)
Signature: gradientFun:(Parameters -> Parameters) -> settings:Settings -> initialLocation:Parameters -> float []
|
Optimize Gaussian process hyperparameters using simple gradient descent |
sampleMetropolisHastings (...)
Signature: logLikelihood:(Parameters -> float) -> transitionKernel:(Parameters -> Parameters -> float) -> proposalSampler:(Parameters -> Parameters) -> settings:Settings -> initialLocation:Parameters -> float []
|
Sample Gaussian process hyperparameters using MCMC with Metropolis-Hastings sampler |
