平稳高斯随机过程pytorch代码
时间: 2023-04-05 12:04:37 浏览: 112
lamp-cloud 基于jdk21、jdk17、jdk8 + SpringCloud + SpringBoot 开发的微服务中后台快速开发平台,专注于多租户(SaaS架构)解决方案
我可以回答这个问题。以下是一个平稳高斯随机过程的 PyTorch 代码示例:
```python
import torch
import numpy as np
def gaussian_process(x, mean, cov):
"""
x: input tensor of shape (batch_size, input_dim)
mean: mean function
cov: covariance function
"""
n = x.shape[0]
# Compute mean vector
mu = mean(x)
# Compute covariance matrix
K = cov(x)
# Generate samples from multivariate normal distribution
eps = torch.randn(n, 1)
samples = mu + torch.mm(torch.cholesky(K), eps)
return samples
# Example usage
x = torch.tensor(np.random.rand(10, 1))
mean = lambda x: torch.zeros(x.shape[0], 1)
cov = lambda x: torch.exp(-0.5 * torch.cdist(x, x) ** 2)
samples = gaussian_process(x, mean, cov)
print(samples)
```
这个代码可以生成一个平稳高斯随机过程的样本。
阅读全文