bayesvalidrox.surrogate_models.supplementaryΒΆ

Supplementary functions that are used in multiple classes

Functions

check_ranges(theta, ranges)

This function checks if theta lies in the given ranges.

corr_loocv_error(clf, psi, coeffs, y)

Calculates the corrected LOO error for regression on regressor matrix psi that generated the coefficients based on [1] and [2].

create_psi(basis_indices, univ_p_val)

This function assemble the design matrix Psi from the given basis index set INDICES and the univariate polynomial evaluations univ_p_val.

gelman_rubin(chain[, return_var])

The potential scale reduction factor (PSRF) defined by the variance within one chain, W, with the variance between chains B.

hellinger_distance(p_, q_)

Hellinger distance between two continuous distributions.

kernel_rbf(x, hyperparameters)

Isotropic squared exponential kernel.

root_mean_squared_error(reference, approximation)

Implementation of RMSE

subdomain(bounds, n_new_samples)

Divides a domain defined by Bounds into subdomains.