ogpadjgp

Purpose

Computes the GP coefficients from the TAP/EP ones.

Synopsis

ogpajdgp;

Description

ogpadjgp updates the OGP coefficients (w and C) from the GLOBAL TAP/EP structure ep calculated within the online learning routine.

This function serves as ``sanity check'' to compare the stability of the iterative solution with the ``batch result'' which requires a matrix inversion. The sum of absolute differences between the new (TAP/EP based) and old (w,C) OGP parameters is displayed.

This function does not recompute the inverse of the Gram matrix. Recomputing the inverse and adjusting the GP parameters proved to be !EXTREMELY! unstable when det(net.KB) is small - which the case in most practical situations when using kernel methods.

See Also

ogp, ogptrain


Pages: Index

Copyright (c) Lehel Csató (2001-2004)