Evaluates the evidence for Sparse OGP.
evid = ogpevid(hp);
evid = ogpevid
with the use of the GLOBAL Gaussian Process data
structure net
and -- if present -- the parameters of the TAP/EP
structure ep
, the function returns the negative log-evidence of the
data.
Prior to evaluation of the evidence the parameters of the model are
recomputed. The update does not occur if hp
is empty or there is no
input specified. The format of the parameter vector hp
is specified
by ogppak
.
If the structure ep
is not empty, then the computation of the
evidence includes terms from the TAP/EP approximation scheme.
If the TAP/EP representation of the Gaussian process is not given, then the returned value is only approximate.
ogp
, ogpcovarf
, ogppak
, ogpevidgrad
Copyright (c) Lehel Csató (2001-2004)