AbstractIntegrator#

class gpjax.integrators.AbstractIntegrator[source]#

Bases: object

Base class for integrators.

abstractmethod integrate(fun, y, mean, variance, likelihood)[source]#

Integrate a function with respect to a Gaussian distribution.

Typically, the function will be the likelihood function and the mean and variance will be the parameters of the variational distribution.

Parameters:

  • fun (Callable) – The function to be integrated.

  • y (Float[Array, 'N D']) – The observed response variable.

  • mean (Float[Array, 'N D']) – The mean of the variational distribution.

  • variance (Float[Array, 'N D']) – The variance of the variational distribution.

  • likelihood (AbstractLikelihood) – The likelihood function.

Return type:

Float[jaxlib._jax.Array, ‘N’] | Float[ndarray, ‘N’]