Comments (3)
Hi,
You're right, currently there is no API for sampling MFK GPs or accessing covariance matrices directly.
If you want to implement such methods take a look at krg_sampling.py where sampling for kriging is implemented.
You could mix and match the code with the one of MFK to get what you want... And then feel free to contribute with a PR 😉
from smt.
Yes, you can sample and generate the covariance matrix within SMT. Everything is included in the utils folder:
- from smt.utils.krg_sampling import sample_trajectory, gauss_legendre_grid, rectangular_grid, simpson_grid, eig_grid, sample_eigen
There is a tutorial describing how to sample from a GP within SMT: https://github.com/SMTorg/smt/blob/master/tutorial/SMT_GP_Sampling.ipynb
from smt.
Great, thank you both so much! I'll take a look at this code and tutorial.
from smt.
Related Issues (20)
- Hessian computation/Compatibility with dual numbers HOT 4
- SIGBUS (Misaligned Address Error) HOT 1
- negative axis 1 index
- Training two samples take ~480 seconds HOT 3
- OOB access in RMTB HOT 1
- SGP Gradients unsupported HOT 1
- Relevance of the warning `R is too ill conditioned...` HOT 3
- ConfigSpace vs Numpy 2.0 compatibility HOT 1
- Document parameters to improve accuracy of SGP
- Recommendation for surrogate optimization
- Multi-Fidelity Models with Variable Design Spaces
- KeyError: 'C' HOT 2
- Question About KeyError: 'design_space' HOT 1
- How to package a trained Surrogate model into an FMU?
- ConfigSpace error with Python 3.12 - TypeError: Expected float, got numpy.float64 HOT 2
- Documentation hyperlink failing HOT 1
- RMTS issue with scipy < 1.12 HOT 1
- KPLSK is badly implemented
- Error with the prediction of variance derivatives in GPX HOT 1
- Wrong code in [7] to plot the Rosenbrock function ? HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from smt.