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Diffstat (limited to 'sourcecodes/bnt-master/netlab3.3/gpfwd.m')
| -rw-r--r-- | sourcecodes/bnt-master/netlab3.3/gpfwd.m | 51 |
1 files changed, 51 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/netlab3.3/gpfwd.m b/sourcecodes/bnt-master/netlab3.3/gpfwd.m new file mode 100644 index 00000000..b2d390e5 --- /dev/null +++ b/sourcecodes/bnt-master/netlab3.3/gpfwd.m @@ -0,0 +1,51 @@ +function [y, sigsq] = gpfwd(net, x, cninv) +%GPFWD Forward propagation through Gaussian Process. +% +% Description +% Y = GPFWD(NET, X) takes a Gaussian Process data structure NET +% together with a matrix X of input vectors, and forward propagates +% the inputs through the model to generate a matrix Y of output +% vectors. Each row of X corresponds to one input vector and each row +% of Y corresponds to one output vector. This assumes that the +% training data (both inputs and targets) has been stored in NET by a +% call to GPINIT; these are needed to compute the training data +% covariance matrix. +% +% [Y, SIGSQ] = GPFWD(NET, X) also generates a column vector SIGSQ of +% conditional variances (or squared error bars) where each value +% corresponds to a pattern. +% +% [Y, SIGSQ] = GPFWD(NET, X, CNINV) uses the pre-computed inverse +% covariance matrix CNINV in the forward propagation. This increases +% efficiency if several calls to GPFWD are made. +% +% See also +% GP, DEMGP, GPINIT +% + +% Copyright (c) Ian T Nabney (1996-2001) + +errstring = consist(net, 'gp', x); +if ~isempty(errstring); + error(errstring); +end + +if ~(isfield(net, 'tr_in') & isfield(net, 'tr_targets')) + error('Require training inputs and targets'); +end + +if nargin == 2 + % Inverse covariance matrix not supplied. + cninv = inv(gpcovar(net, net.tr_in)); +end +ktest = gpcovarp(net, x, net.tr_in); + +% Predict mean +y = ktest*cninv*net.tr_targets; + +if nargout >= 2 + % Predict error bar + ndata = size(x, 1); + sigsq = (ones(ndata, 1) * gpcovarp(net, x(1,:), x(1,:))) ... + - sum((ktest*cninv).*ktest, 2); +end |
