model.py 文件源码

def predict_f_samples(self, Xnew, num_samples):
        """
        Produce samples from the posterior latent function(s) at the points
        Xnew.
        """
        mu, var = self._build_predict(Xnew, full_cov=True)
        jitter = tf.eye(tf.shape(mu)[0], dtype=settings.float_type) * settings.numerics.jitter_level
        samples = []
        for i in range(self.num_latent):
            L = tf.cholesky(var[:, :, i] + jitter)
            shape = tf.stack([tf.shape(L)[0], num_samples])
            V = tf.random_normal(shape, dtype=settings.float_type)
            samples.append(mu[:, i:i + 1] + tf.matmul(L, V))
        return tf.transpose(tf.stack(samples))