KernelRidgeRegressor.cpp File Reference

#include "lucid/model/KernelRidgeRegressor.h"
#include <memory>
#include <numbers>
#include <numeric>
#include <string>
#include <utility>
#include <vector>
#include "lucid/model/GaussianKernel.h"
#include "lucid/model/GramMatrix.h"
#include "lucid/model/Scorer.h"
#include "lucid/model/Tuner.h"
#include "lucid/util/error.h"
#include "lucid/util/logging.h"

Namespaces
namespace	lucid
	Root namespace for the lucid library.

Functions
double	lucid::compute_log_marginal (const GramMatrix &K, ConstMatrixRef y)
	Compute the log marginal likelihood of the model given the Gram matrix K and the training outputs y.
Vector	lucid::compute_log_marginal_gradient (const GramMatrix &K, const Matrix &alpha, const std::vector< Matrix > &gradient)
	Compute the gradient of the log marginal likelihood of the model given the Gram matrix K, the training outputs y, the coefficients alpha and the gradient of the Gram matrix with respect to the GRADIENT_OPTIMIZABLE hyperparameters.

Detailed Description

Author

Room 6.030

Copyright

2025 lucid

Licence:

BSD 3-Clause License