ogpcovarp

Purpose

Calculate the prior covariance for the Sparse GP.

Synopsis

[covp, covf] = ogpcovarp(x1, x2)

Description

[covp, covf] = ogpcovarp(net, x1, x2) considers the global OGP data structure net and the two matrices x1, x2 of input vectors and computes the matrix of the prior covariance. This is the function component of the covariance plus the exponential of the bias term. If called with a single input x1, the function returns only the diagonal of ogpcovarp(x1,x1).

[covp, covf] = ogpcovarp(x1, x2) also returns the function component of the covariance.

Relation between the function component and the value returned by ogpcovarp is

covp = exp(net.bias) + covf

where covf is the covariance matrix returned by ogpcovarf and bias is added to each kernel element.

For the available covariance functions see ogpcovarf.

The variable net is global: the kernel parameters and the bias value are taken from this structure.

See Also

ogp, ogpinit, ogpcovarf


Pages: Index

Copyright (c) Lehel Csató (2001-2004)