Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/nethelp3.3/gpfwd.htm @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/nethelp3.3/gpfwd.htm Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,73 @@ +<html> +<head> +<title> +Netlab Reference Manual gpfwd +</title> +</head> +<body> +<H1> gpfwd +</H1> +<h2> +Purpose +</h2> +Forward propagation through Gaussian Process. + +<p><h2> +Synopsis +</h2> +<PRE> +y = gpfwd(net, x) +[y, sigsq] = gpfwd(net, x) +[y, sigsq] = gpfwd(net, x, cninv) +</PRE> + + +<p><h2> +Description +</h2> +<CODE>y = gpfwd(net, x)</CODE> takes a Gaussian Process data structure <CODE>net</CODE> +together +with a matrix <CODE>x</CODE> of input vectors, and forward propagates the inputs +through the model to generate a matrix <CODE>y</CODE> of output +vectors. Each row of <CODE>x</CODE> corresponds to one input vector and each +row of <CODE>y</CODE> corresponds to one output vector. This assumes that the +training data (both inputs and targets) has been stored in <CODE>net</CODE> by +a call to <CODE>gpinit</CODE>; these are needed to compute the training +data covariance matrix. + +<p><CODE>[y, sigsq] = gpfwd(net, x)</CODE> also generates a column vector <CODE>sigsq</CODE> of +conditional variances (or squared error bars) where each value corresponds to a pattern. + +<p><CODE>[y, sigsq] = gpfwd(net, x, cninv)</CODE> uses the pre-computed inverse covariance +matrix <CODE>cninv</CODE> in the forward propagation. This increases efficiency if +several calls to <CODE>gpfwd</CODE> are made. + +<p><h2> +Example +</h2> +The following code creates a Gaussian Process, trains it, and then plots the +predictions on a test set with one standard deviation error bars: +<PRE> + +net = gp(1, 'sqexp'); +net = gpinit(net, x, t); +net = netopt(net, options, x, t, 'scg'); +[pred, sigsq] = gpfwd(net, xtest); +plot(xtest, pred, '-k'); +hold on +plot(xtest, pred+sqrt(sigsq), '-b', xtest, pred-sqrt(sigsq), '-b'); +</PRE> + + +<p><h2> +See Also +</h2> +<CODE><a href="gp.htm">gp</a></CODE>, <CODE><a href="demgp.htm">demgp</a></CODE>, <CODE><a href="gpinit.htm">gpinit</a></CODE><hr> +<b>Pages:</b> +<a href="index.htm">Index</a> +<hr> +<p>Copyright (c) Ian T Nabney (1996-9) + + +</body> +</html> \ No newline at end of file