Performs a sparse online update step of the Gaussian Process.
ogpstep_sp(indX,kX,K1,K2,gamma,hatE)
ogpstep_sp(indX,kX,K1,K2,gamma,hatE) - updates the GLOBAL Gaussian
process structure net based on information about the current input.
This function is called from ogppost.
In the sparse update step the set of basis vectors is not changed! The current input modifies the only the coefficients of the GP.
net- the GLOBAL Gaussian Process structure to be modified.
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 K0(BV,x).
K1,K2- the values of the first and second derivatives of the log-average.
gamma- the geometric component of the updates (the distance of the current input from the subspace given by the basis vector set.
hatE- the coordinates of the projection of the current input to the basis vector set.
Copyright (c) Lehel Csató (2001-2004)