csle_system_identification.mcmc package

Submodules

csle_system_identification.mcmc.mcmc module

class csle_system_identification.mcmc.mcmc.MCMCAlgorithm(emulation_env_config: EmulationEnvConfig, emulation_statistics: EmulationStatistics, system_identification_config: SystemIdentificationConfig, bayesian_model: Model, system_identification_job: Optional[SystemIdentificationJobConfig] = None)[source]

Bases: BaseSystemIdentificationAlgorithm

Class that implements the system identification procedure using MCMC

fit() → MCMCSystemModel[source]

Fits a posterior model through Markov-Chain Monte-Carlo

Returns

the fitted model

hparam_names() → List[str][source]
Returns

the names of the necessary hyperparameters

Module contents