gaussian_process.py 文件源码

def quadratic_polynomial_coefficients(self, t):
    """The posterior mean ``mu`` of this GP is piece-wise cubic. Return the
    coefficients of the **quadratic** polynomial that is the **derivative** of
    ``mu`` at ``t``.

    This is used to find the minimum of the cubic polynomial in
    ``gp.find_mimima()``."""

    assert isinstance(t, (float, np.float32, np.float64))
    assert t not in self.ts # at the observations, polynomial is ambiguous

    d1, d2, d3 = self.dmu(t), self.d2mu(t), self.d3mu(t)
    a = .5*d3
    b = d2 - d3*t
    c = d1 - d2*t + 0.5*d3*t**2

    return (a, b, c)