enum gpr::UncertaintyMode¶
Selector for the uncertainty-quantification path consumed by AcquisitionStrategy / AtomicDimer / GPNEB. MAP is the historical default (point-estimate variance from calculateVariance); LAPLACE routes through a Rue et al. 2009 CCD mixture over the hyperparameter posterior; LAPLACE_SLICE replaces the CCD quadrature with Neal 2003 doubling slice sampling on the same NLML target (asymptotically exact instead of quadrature-on-Laplace-ellipsoid; per-fit cost is M ~ 100 Cholesky bursts but per-predict cost is O(M * n^2) with no new Cholesky); BMA uses BayesianModelAveraging ‘s uniform grid (for reference timing only rarely used in production).
#include <Structures.h>
enum UncertaintyMode {
MAP = 0,
BMA = 1,
LAPLACE = 2,
EB = 3,
SVGD = 4,
LAPLACE_SLICE = 5,
};