Changeset 15163 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess

Timestamp:

07/06/17 15:03:43 (7 years ago)

Author:

gkronber

Message:

#2782: changed calculation of LOO log pseudo likelihood (evaluation order)

File:

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

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

@@ -231 +231 @@
         for (int j = 0; j < n; j++) ki[j] = cov.Covariance(x, i, j);
         var yi = Util.ScalarProd(ki, alpha);
-        var yi_loo = yi - alpha[i] / lCopy[i, i] / sqrSigmaNoise;
+        var yi_loo = yi - alpha[i] / (lCopy[i, i] / sqrSigmaNoise);
         var s2_loo = sqrSigmaNoise / lCopy[i, i];
         var err = ym[i] - yi_loo;