Changeset 9544 for trunk/sources/HeuristicLab.Algorithms.DataAnalysis

Timestamp:

05/27/13 19:44:08 (12 years ago)

Author:

gkronber

Message:

#2053 adapted noise covariance function as in the GPML package

File:

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

trunk/sources/HeuristicLab.Algorithms.DataAnalysis/3.4/GaussianProcess/CovarianceFunctions/CovarianceNoise.cs

@@ -87 +87 @@
       var cov = new ParameterizedCovarianceFunction();
       cov.Covariance = (x, i, j) => i == j ? scale : 0.0;
-      cov.CrossCovariance = (x, xt, i, j) => 0.0;
+      cov.CrossCovariance = (x, xt, i, j) => Util.SqrDist(x, i, xt, j, 1.0, columnIndices) < 1e-9 ? scale : 0.0;
       cov.CovarianceGradient = (x, i, j) => Enumerable.Repeat(i == j ? 2.0 * scale : 0.0, 1);
       return cov;