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Predictions from GP, DGP, or linked (D)GP emulators

Source: R/prediction.R
predict.Rd

This function implements single-core or multi-core predictions (with or without multi-threading) from GP, DGP, or linked (D)GP emulators.

Usage

# S3 method for dgp
predict(
  object,
  x,
  method = "mean_var",
  full_layer = FALSE,
  sample_size = 50,
  cores = 1,
  chunks = NULL,
  threading = FALSE,
  ...
)

# S3 method for lgp
predict(
  object,
  x,
  method = "mean_var",
  full_layer = FALSE,
  sample_size = 50,
  cores = 1,
  chunks = NULL,
  threading = FALSE,
  ...
)

# S3 method for gp
predict(
  object,
  x,
  method = "mean_var",
  sample_size = 50,
  cores = 1,
  chunks = NULL,
  ...
)

Arguments

object

an instance of the gp, dgp, or lgp class.

x

the testing input data:

  • if object is an instance of the gp or dgp class, x is a matrix where each row is an input testing data point and each column is an input dimension.

  • if object is an instance of the lgp class, x can be a matrix or a list:

    • if x is a matrix, it is the global testing input data that feed into the emulators in the first layer of a system. The rows of x represent different input data points and the columns represent input dimensions across all emulators in the first layer of the system. In this case, it is assumed that the only global input to the system is the input to the emulators in the first layer and there is no global input to emulators in other layers.

    • if x is a list, it should have L (the number of layers in an emulator system) elements. The first element is a matrix that represents the global testing input data that feed into the emulators in the first layer of the system. The remaining L-1 elements are L-1 sub-lists, each of which contains a number (the same number of emulators in the corresponding layer) of matrices (rows being testing input data points and columns being input dimensions) that represent the global testing input data to the emulators in the corresponding layer. The matrices must be placed in the sub-lists based on how their corresponding emulators are placed in struc argument of lgp(). If there is no global input data to a certain emulator, set NULL in the corresponding sub-list of x.

method

the prediction approach: mean-variance ("mean_var") or sampling ("sampling") approach. Defaults to "mean_var".

full_layer

a bool indicating whether to output the predictions of all layers. Defaults to FALSE. Only used when object is a DGP and linked (D)GP emulator.

sample_size

the number of samples to draw for each given imputation if method = "sampling". Defaults to 50.

cores

the number of cores/workers to be used. If set to NULL, the number of cores is set to (max physical cores available - 1). Defaults to 1.

chunks

the number of chunks that the testing input matrix x will be divided into for multi-cores to work on. Only used when cores is not 1. If not specified (i.e., chunks = NULL), the number of chunks is set to the value of cores. Defaults to NULL.

threading

a bool indicating whether to use the multi-threading to accelerate the predictions of DGP or linked (D)GP emulators. Turn this option on when you use the Matérn-2.5 kernel and have a moderately large number of training data points as in such a case you could gain faster predictions. Defaults to FALSE.

...

N/A.

Value

  • If object is an instance of the gp class:

    1. if method = "mean_var": an updated object is returned with an additional slot called results that contains two matrices named mean for the predictive means and var for the predictive variances. Each matrix has only one column with its rows corresponding to testing positions (i.e., rows of x).

    2. if method = "sampling": an updated object is returned with an additional slot called results that contains a matrix whose rows correspond to testing positions and columns correspond to sample_size number of samples drawn from the predictive distribution of GP.

  • If object is an instance of the dgp class:

    1. if method = "mean_var" and full_layer = FALSE: an updated object is returned with an additional slot called results that contains two matrices named mean for the predictive means and var for the predictive variances respectively. Each matrix has its rows corresponding to testing positions and columns corresponding to DGP global output dimensions (i.e., the number of GP/likelihood nodes in the final layer).

    2. if method = "mean_var" and full_layer = TRUE: an updated object is returned with an additional slot called results that contains two sub-lists named mean for the predictive means and var for the predictive variances respectively. Each sub-list contains L (i.e., the number of layers) matrices named layer1, layer2,..., layerL. Each matrix has its rows corresponding to testing positions and columns corresponding to output dimensions (i.e., the number of GP/likelihood nodes from the associated layer).

    3. if method = "sampling" and full_layer = FALSE: an updated object is returned with an additional slot called results that contains D (i.e., the number of GP/likelihood nodes in the final layer) matrices named output1, output2,..., outputD. Each matrix has its rows corresponding to testing positions and columns corresponding to samples of size: B * sample_size, where B is the number of imputations specified in dgp().

    4. if method = "sampling" and full_layer = TRUE: an updated object is returned with an additional slot called results that contains L (i.e., the number of layers) sub-lists named layer1, layer2,..., layerL. Each sub-list represents samples drawn from the GP/likelihood nodes in the corresponding layer, and contains D (i.e., the number of GP/likelihood nodes in the corresponding layer) matrices named output1, output2,..., outputD. Each matrix gives samples of the output from one of D GP/likelihood nodes, and has its rows corresponding to testing positions and columns corresponding to samples of size: B * sample_size, where B is the number of imputations specified in dgp().

  • If object is an instance of the lgp class:

    1. if method = "mean_var" and full_layer = FALSE: an updated object is returned with an additional slot called results that contains two sub-lists named mean for the predictive means and var for the predictive variances respectively. Each sub-list contains M number (same number of emulators in the final layer of the system) of matrices named emulator1, emulator2,..., emulatorM. Each matrix has its rows corresponding to global testing positions and columns corresponding to output dimensions of the associated emulator in the final layer.

    2. if method = "mean_var" and full_layer = TRUE: an updated object is returned with an additional slot called results that contains two sub-lists named mean for the predictive means and var for the predictive variances respectively. Each sub-list contains L (i.e., the number of layers in the emulated system) components named layer1, layer2,..., layerL. Each component represents a layer and contains M number (same number of emulators in the corresponding layer of the system) of matrices named emulator1, emulator2,..., emulatorM. Each matrix has its rows corresponding to global testing positions and columns corresponding to output dimensions of the associated GP/DGP emulator in the corresponding layer.

    3. if method = "sampling" and full_layer = FALSE: an updated object is returned with an additional slot called results that contains M number (same number of emulators in the final layer of the system) of sub-lists named emulator1, emulator2,..., emulatorM. Each sub-list corresponds to an emulator in the final layer, and contains D matrices, named output1, output2,..., outputD, that correspond to the output dimensions of the GP/DGP emulator. Each matrix has its rows corresponding to testing positions and columns corresponding to samples of size: B * sample_size, where B is the number of imputations specified in lgp().

    4. if method = "sampling" and full_layer = TRUE: an updated object is returned with an additional slot called results that contains L (i.e., the number of layers of the emulated system) sub-lists named layer1, layer2,..., layerL. Each sub-list represents a layer and contains M number (same number of emulators in the corresponding layer of the system) of components named emulator1, emulator2,..., emulatorM. Each component corresponds to an emulator in the associated layer, and contains D matrices, named output1, output2,..., outputD, that correspond to the output dimensions of the GP/DGP emulator. Each matrix has its rows corresponding to testing positions and columns corresponding to samples of size: B * sample_size, where B is the number of imputations specified in lgp().

Details

See further examples and tutorials at https://mingdeyu.github.io/dgpsi-R/.

Note

Any R vector detected in x will be treated as a column vector and automatically converted into a single-column R matrix. Thus, if x is a single testing data point with multiple dimensions, it must be given as a matrix.

Examples

if (FALSE) {

# See gp(), dgp(), or lgp() for an example.
}