Updates the TAP/EP parameters after an online sweep
ogpstep_sp(is_sp,indX,K1,K2,gamma,hatE,tA,tV,logZ);
ogpstep_ep(is_sp,indX,K1,K2,gamma,hatE,tA,tV,logZ)
- updates the
GLOBAL structure ep
, the parameters of the TAP/EP approximation to
reflect the addition of the current input.
This function is called from ogppost
and is not used on itw own.
Depending on the indicator is_sp
, the updates in the structure
ep
correspond to a full/sparse OGP update.
net,ep
- the GLOBAL Gaussian Process and TAP/EP structures which, although not in the list of parameters, all operations are performed on these structures.
isSp
- a boolean value which tells the procedure which typeof update -- sparse/non-sparse -- is carried out.
indX
- the index of the current input in the training set (needed to update the TAP/EP representation).
kX
- the covariance function of the basis vector set and the
current input K(BV,x)
.
K1,K2
- the values of the first and second derivatives of the log-average.
gamma
- the distance of the current input from the basis vector set.
hatE
- the coordinates of the projection of the current input to the basis vector set.
tA,tV
- the values of the cavity means and variances - obtained from the TAP/EP pre-adjustment step.
logZ
- the local approximation to the evidence, computed using the cavity field and the likelihood function.
ogp
, ogptrain
, ogpstep_full
, ogpstep_sp
Copyright (c) Lehel Csató (2001-2004)