- gammaGamma to use for Exponential Covariance Kernel
C++ Type:double
Unit:(no unit assumed)
Controllable:No
Description:Gamma to use for Exponential Covariance Kernel
- length_factorLength factors to use for Covariance Kernel
C++ Type:std::vector<double>
Unit:(no unit assumed)
Controllable:No
Description:Length factors to use for Covariance Kernel
- signal_varianceSignal Variance ($\sigma_f^2$) to use for kernel calculation.
C++ Type:double
Unit:(no unit assumed)
Controllable:No
Description:Signal Variance ($\sigma_f^2$) to use for kernel calculation.
ExponentialCovariance
Exponential covariance function.
Overview
A simple exponential covariance function can be constructed as
which is valid for . is a scaled distance based on the length factor , defined as
When is equivalent to SquaredExponentialCovariance, save a factor of (which can be absorbed into ).
Hyperparameters
Table 1: Hyperparameters for Exponential Covariance Function
Variable | Domain | Description |
---|---|---|
Length factors corresponding to input parameters* | ||
Signal variance* | ||
Noise variance* | ||
Exponential factor |
*See the Gaussian Process Trainer documentation for more in depth explanation of , , and hyperparameters.
Example Input File Syntax
(contrib/moose/modules/stochastic_tools/test/tests/surrogates/gaussian_process/GP_exponential.i)Input Parameters
- covariance_functionsCovariance functions that this covariance function depends on.
C++ Type:std::vector<UserObjectName>
Unit:(no unit assumed)
Controllable:No
Description:Covariance functions that this covariance function depends on.
- noise_variance0Noise Variance ($\sigma_n^2$) to use for kernel calculation.
Default:0
C++ Type:double
Unit:(no unit assumed)
Controllable:No
Description:Noise Variance ($\sigma_n^2$) to use for kernel calculation.
- num_outputs1The number of outputs expected for this covariance function.
Default:1
C++ Type:unsigned int
Unit:(no unit assumed)
Controllable:No
Description:The number of outputs expected for this covariance function.
Optional Parameters
- control_tagsAdds user-defined labels for accessing object parameters via control logic.
C++ Type:std::vector<std::string>
Unit:(no unit assumed)
Controllable:No
Description:Adds user-defined labels for accessing object parameters via control logic.
- enableTrueSet the enabled status of the MooseObject.
Default:True
C++ Type:bool
Unit:(no unit assumed)
Controllable:No
Description:Set the enabled status of the MooseObject.