ogpunpak

Purpose

Puts hyperparameters back into the Sparse OGP.

Synopsis

ogpunpak(hp)

Description

ogpunpak(hp) takes the GLOBAL Gaussian process structure net, the GLOBAL structure ep of TAP/EP parameters together with a hyperparameter vector hp, and returns a Gaussian Process identical to the input model, except that the covariance bias bias, the input weight vector parametrised by net.kpar(1:net.nin) and the covariance function specific parameters in kpar have all been set to the corresponding elements of hp. The function updates the inverse kernel matrix.

The TAP/EP parameters are computed only if we ask for it -- no computation time is wasted.

See Also

ogp, ogppak, ogpevidgrad, ogptrain


Pages: Index

Copyright (c) Lehel Csató (2001-2004)