Commit ee62dd35 authored by Konstantinos Chatzilygeroudis's avatar Konstantinos Chatzilygeroudis
Browse files

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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