Changeset 14623 for trunk/sources/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/VariableNetworks
- Timestamp:
- 01/31/17 13:01:08 (8 years ago)
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trunk/sources/HeuristicLab.Problems.Instances.DataAnalysis/3.3/Regression/VariableNetworks/VariableNetwork.cs
r14291 r14623 218 218 relevance = CalculateRelevance(y, u, xs, l); 219 219 220 221 // calculate variable relevance222 // as per Rasmussen and Williams "Gaussian Processes for Machine Learning" page 106:223 // ,,For the squared exponential covariance function [...] the l1, ..., lD hyperparameters224 // play the role of characteristic length scales [...]. Such a covariance function implements225 // automatic relevance determination (ARD) [Neal, 1996], since the inverse of the length-scale226 // determines how relevant an input is: if the length-scale has a very large value, the covariance227 // will become almost independent of that input, effectively removing it from inference.''228 // relevance = l.Select(li => 1.0 / li).ToArray();229 230 220 return y; 231 221 }
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