CreateWrappedGP {GPTreeO}R Documentation

Factory function called by GPNode to create the wrapper for a specified GP package

Description

Factory function called by GPNode to create the wrapper for a specified GP package

Usage

CreateWrappedGP(
  wrapper,
  X,
  y,
  y_var,
  gp_control,
  init_covpars,
  retrain_buffer_length,
  add_buffer_in_prediction
)

Arguments

wrapper

A string specifying what GP implementation is used

X

Input data matrix with x_dim columns and at maximum Nbar rows. Is used to create the first iteration of the local GP.

y

Value of target variable at input point x; has to be a one-dimensional matrix or a vector; any further columns will be ignored

y_var

Variance of the target variable; has to be a one-dimensional matrix or vector

gp_control

A list of GP implementation-specific options, passed directly to the wrapped GP implementation

init_covpars

Initial covariance parameters of the local GP

retrain_buffer_length

Only retrain when the number of buffer points or collected points exceeds this value

add_buffer_in_prediction

If TRUE, points in the data buffers are added to the GP before prediction. They are added into a temporarily created GP which contains the not yet included points. The GP in the node is not yet updated.

Details

A detailed list of expected functions from GPTree and GPNode can be found in the comments of this file. Currently, GPs from the DiceKriging package (WrappedDiceKrigingGP) and mlegp package (WrappedmlegpGP) are implemented. The user can create their own wrapper using WrappedGP.

Value

The wrapper of the chosen GP package, containing the respective GP and information on the shared points and those stored in the buffer.


[Package GPTreeO version 1.0.1 Index]