From 5bb841a6cbee5cbf14e4e5ee5b21cd2841aa3888 Mon Sep 17 00:00:00 2001 From: Dongryeol Lee Date: Mon, 16 Aug 2010 19:49:48 +0000 Subject: [PATCH] Smola's method should be complete. --- .../contrib/dongryel/gp_regression/sg_gp_regression_dev.h | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/fastlib/trunk/contrib/dongryel/gp_regression/sg_gp_regression_dev.h b/fastlib/trunk/contrib/dongryel/gp_regression/sg_gp_regression_dev.h index 6147a2ea90..1175ad3ced 100644 --- a/fastlib/trunk/contrib/dongryel/gp_regression/sg_gp_regression_dev.h +++ b/fastlib/trunk/contrib/dongryel/gp_regression/sg_gp_regression_dev.h @@ -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() {