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gptk (version 1.0)

gpCovGrads: Sparse objective function gradients wrt Covariance functions for inducing variables.

Description

gives the gradients of the log likelihood with respect to the components of the sparse covariance (or the full covariance for the ftc case).

Usage

gpCovGrads(model, M)

Arguments

model
the model for which the gradients are to be computed.
M
The training data for which the computation is to be made

Value

  • gK_uuthe gradient of the likelihood with respect to the elements of K_uu (or in the case of the 'ftc' criterion the gradients with respect to the kernel).
  • gK_ufthe gradient of the likelihood with respect to the elements of K_uf.
  • gLambdathe gradient of the likelihood with respect to the diagonal term in the fitc approximation and the blocks of the pitc approximation.
  • gBetathe gradient with respect to the beta term in the covariance structure.

See Also

gpCreate, gpLogLikeGradients.

Examples

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