Loading bfgs_search_prior.m +1 −1 Original line number Diff line number Diff line Loading @@ -54,6 +54,6 @@ function [nll] = nllcost(Xt, Yt, sf2, rsn, W, kfun, Ht) Ktt = kfun(Xt, Xt, exp(sf2), exp(W)); noise = exp(sf2+rsn); BayesInv = gp_inf(Ktt, Yt, noise, Ht); nll = gp_loolik(Ktt, Yt, noise, BayesInv, Ht); nll = gp_loolik(Ktt, Yt, BayesInv, Ht); end No newline at end of file gp_loolik.m +3 −4 Original line number Diff line number Diff line Loading @@ -14,16 +14,15 @@ % % Copyright (c) by Emile Contal, 2015 function [nll] = gp_loolik(Ktt, Yt, noise, BayesInv, Ht) function [nll] = gp_loolik(Ktt, Yt, BayesInv, Ht) %% % Negative log leave-one-out likelihood also called Pseudo-likelihood given oberservations _Yt_ at _Xt_ %% Syntax % nll = gp_loolik(Ktt, Yt, noise, BayesInv) % nll = gp_loolik(Ktt, Yt, noise, BayesInv, Ht) % nll = gp_loolik(Ktt, Yt, BayesInv) % nll = gp_loolik(Ktt, Yt, BayesInv, Ht) %% Arguments % * _Ktt_ matrix _(nt, nt)_ of kernel between the points of _Xt_ % * _Yt_ vector _(nt, 1)_ of observations % * _noise_ noise standard deviation % * _BayesInv_ structure array returned by _<gp_inf.html gp_inf>(Ht, Ktt, Yt, noise)_ % * _Ht_ matrix _(nt, b)_ of basis data as returned by _<basis_cst.html basis_cst>(Xt)_ %% Output Loading Loading
bfgs_search_prior.m +1 −1 Original line number Diff line number Diff line Loading @@ -54,6 +54,6 @@ function [nll] = nllcost(Xt, Yt, sf2, rsn, W, kfun, Ht) Ktt = kfun(Xt, Xt, exp(sf2), exp(W)); noise = exp(sf2+rsn); BayesInv = gp_inf(Ktt, Yt, noise, Ht); nll = gp_loolik(Ktt, Yt, noise, BayesInv, Ht); nll = gp_loolik(Ktt, Yt, BayesInv, Ht); end No newline at end of file
gp_loolik.m +3 −4 Original line number Diff line number Diff line Loading @@ -14,16 +14,15 @@ % % Copyright (c) by Emile Contal, 2015 function [nll] = gp_loolik(Ktt, Yt, noise, BayesInv, Ht) function [nll] = gp_loolik(Ktt, Yt, BayesInv, Ht) %% % Negative log leave-one-out likelihood also called Pseudo-likelihood given oberservations _Yt_ at _Xt_ %% Syntax % nll = gp_loolik(Ktt, Yt, noise, BayesInv) % nll = gp_loolik(Ktt, Yt, noise, BayesInv, Ht) % nll = gp_loolik(Ktt, Yt, BayesInv) % nll = gp_loolik(Ktt, Yt, BayesInv, Ht) %% Arguments % * _Ktt_ matrix _(nt, nt)_ of kernel between the points of _Xt_ % * _Yt_ vector _(nt, 1)_ of observations % * _noise_ noise standard deviation % * _BayesInv_ structure array returned by _<gp_inf.html gp_inf>(Ht, Ktt, Yt, noise)_ % * _Ht_ matrix _(nt, b)_ of basis data as returned by _<basis_cst.html basis_cst>(Xt)_ %% Output Loading