tStudentProcess.py 文件源码

def fit(self, X, y):
        """
        Fits a t-Student Process regressor

        Parameters
        ----------
        X: np.ndarray, shape=(nsamples, nfeatures)
            Training instances to fit the GP.
        y: np.ndarray, shape=(nsamples,)
            Corresponding continuous target values to `X`.

        """
        self.X = X
        self.y = y
        self.n1 = X.shape[0]

        if self.optimize:
            self.optHyp(param_key=self.covfunc.parameters, param_bounds=self.covfunc.bounds)

        self.K11 = self.covfunc.K(self.X, self.X)
        self.beta1 = np.dot(np.dot(self.y.T, inv(self.K11)), self.y)
        self.logp = logpdf(self.y, self.nu, mu=np.zeros(self.n1), Sigma=self.K11)