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likelihoods.rst

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gpytorch.likelihoods

.. automodule:: gpytorch.likelihoods
.. currentmodule:: gpytorch.likelihoods


Likelihood

.. autoclass:: Likelihood
   :members:


One-Dimensional Likelihoods

Likelihoods for GPs that are distributions of scalar functions. (I.e. for a specific \mathbf x we expect that f(\mathbf x) \in \mathbb{R}.)

One-dimensional likelihoods should extend :obj:`gpytoch.likelihoods._OneDimensionalLikelihood` to reduce the variance when computing approximate GP objective functions. (Variance reduction is accomplished by using 1D Gauss-Hermite quadrature rather than MC-integration).

GaussianLikelihood

.. autoclass:: GaussianLikelihood
   :members:


BernoulliLikelihood

.. autoclass:: BernoulliLikelihood
   :members:


Multi-Dimensional Likelihoods

Likelihoods for GPs that are distributions of vector-valued functions. (I.e. for a specific \mathbf x we expect that f(\mathbf x) \in \mathbb{R}^t, where t is the number of output dimensions.)

MultitaskGaussianLikelihood

.. autoclass:: MultitaskGaussianLikelihood
   :members:

SoftmaxLikelihood

.. autoclass:: SoftmaxLikelihood
   :members: