Smola's method should be complete.

2010-08-16 19:49:48 +00:00
parent 423dc84cb8
commit 5bb841a6cb
1 changed files with 5 additions and 1 deletions
@@ -46,7 +46,11 @@ double SparseGreedyGprModel::PredictVariance(
  Vector kernel_values;
  ComputeKernelValues_(
    covariance, point_indices_in_dictionary, point, &kernel_values);
-
+  Vector left_hand_side;
+  SolveSystem_(dictionary_for_error_, kernel_values, &left_hand_side);
+  double dot_product = la::Dot(left_hand_side, dot_product);
+  double self_correlation = covariance.NormSq(point);
+  return self_correlation - dot_product;
 }

 void SparseGreedyGprModel::FinalizeModel() {