Changeset 13121 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModel.cs

Timestamp:

11/05/15 10:28:19 (9 years ago)

Author:

gkronber

Message:

#2502: calculate the variance for the noisy test data instead V(y*) instead of the variance for the posterior GP function V(f*)

File:

• trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModel.cs (modified) (1 diff)

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModel.cs

@@ -362 +362 @@
       for (int i = 0; i < newN; i++) {
         var sumV = Util.ScalarProd(Util.GetCol(sWKs, i), Util.GetCol(sWKs, i));
+        kss[i] += sqrSigmaNoise; // kss is V(f), add noise variance of predictive distibution to get V(y)
         kss[i] -= sumV;
         if (kss[i] < 0) kss[i] = 0;