Changeset 13145 for stable/HeuristicLab.Algorithms.DataAnalysis

Timestamp:

11/13/15 20:47:03 (9 years ago)

Author:

gkronber

Message:

#2502 merged r13121 from trunk to stable branch

Location:

stable

Files:

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

stable/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/GaussianProcessModel.cs

@@ -355 +355 @@
       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;