Commit ee62dd35 by Konstantinos Chatzilygeroudis

### Fix sigma^2 prediction of GPs

parent 2bb26473
 ... ... @@ -160,15 +160,15 @@ namespace limbo { { if (_samples.size() == 0) return std::make_tuple(_mean_function(v, *this), _kernel_function(v, v)); _kernel_function(v, v) + _kernel_function.noise()); Eigen::VectorXd k = _compute_k(v); return std::make_tuple(_mu(v, k), _sigma(v, k)); return std::make_tuple(_mu(v, k), _sigma(v, k) + _kernel_function.noise()); } /** \\rst return :math:\mu (unormalized). If there is no sample, return the value according to the mean function. return :math:\mu (un-normalized). If there is no sample, return the value according to the mean function. \\endrst */ Eigen::VectorXd mu(const Eigen::VectorXd& v) const ... ... @@ -180,14 +180,14 @@ namespace limbo { /** \\rst return :math:\sigma^2 (unormalized). If there is no sample, return the max :math:\sigma^2. return :math:\sigma^2 (un-normalized). If there is no sample, return the max :math:\sigma^2. \\endrst */ double sigma(const Eigen::VectorXd& v) const { if (_samples.size() == 0) return _kernel_function(v, v); return _sigma(v, _compute_k(v)); return _kernel_function(v, v) + _kernel_function.noise(); return _sigma(v, _compute_k(v)) + _kernel_function.noise(); } /// return the number of dimensions of the input ... ...
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