Non Conjugate Functions

PoissonTestFunction dataclass

PoissonTestFunction()

Test function for GPs utilising the Poisson likelihood. Function taken from https://docs.jaxgaussianprocesses.com/examples/poisson/#dataset.

Attributes:

• search_space (ContinuousSearchSpace) –

  Search space for the function.

generate_dataset

generate_dataset(num_points, key)

Generate a toy dataset from the test function.

Parameters:

• num_points (int) –

  Number of points to sample.

• key (KeyArray) –

  JAX PRNG key.

Returns:

• Dataset ( Dataset ) –

  Dataset of points sampled from the test function.

generate_test_points

generate_test_points(num_points, key)

Generate test points from the search space of the test function.

Parameters:

• num_points (int) –

  Number of points to sample.

• key (KeyArray) –

  JAX PRNG key.

Returns:

• Float[Array, 'N D'] –

  Float[Array, 'N D']: Test points sampled from the search space.

evaluate abstractmethod

evaluate(x)

Evaluate the test function at a set of points. Function taken from https://docs.jaxgaussianprocesses.com/examples/poisson/#dataset.

Parameters:

• x (Float[Array, 'N D']) –

  Points to evaluate the test function at.

Returns:

• Int[Array, 'N 1'] –

  Float[Array, 'N 1']: Values of the test function at the points.