Exemple #1
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    def __init__(self, covariance_function, historical_data):
        """Construct a GaussianProcess object that knows how to call C++ for evaluation of member functions.

        :param covariance_function: covariance object encoding assumptions about the GP's behavior on our data
        :type covariance_function: :class:`moe.optimal_learning.python.interfaces.covariance_interface.CovarianceInterface` subclass
          (e.g., from :mod:`moe.optimal_learning.python.cpp_wrappers.covariance`).
        :param historical_data: object specifying the already-sampled points, the objective value at those points, and the noise variance associated with each observation
        :type historical_data: :class:`moe.optimal_learning.python.data_containers.HistoricalData` object

        """
        self._covariance = copy.deepcopy(covariance_function)

        self._historical_data = copy.deepcopy(historical_data)

        # C++ will maintain its own copy of the contents of hyperparameters and historical_data
        self._gaussian_process = C_GP.GaussianProcess(
            cpp_utils.cppify_hyperparameters(self._covariance.hyperparameters),
            cpp_utils.cppify(historical_data.points_sampled),
            cpp_utils.cppify(historical_data.points_sampled_value),
            cpp_utils.cppify(historical_data.points_sampled_noise_variance),
            self._historical_data.dim,
            self._historical_data.num_sampled,
        )
Exemple #2
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 def test_exception_thrown_from_cpp(self):
     """Test that a C++ interface function throws the expected type."""
     with pytest.raises(C_GP.BoundsException):
         C_GP.GaussianProcess([-1.0, [1.0]], [], [], [], 1, 0)