Pavel Erofeev edited GPR.tex  over 9 years ago

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\section{Gaussian Processes Regression}  \label{sec:GaussianProcessesRegression}  In multidimensional regression problem we assume that $f: \mathcal{X} \rightarrow \mathbb{R}, \mathcal{X}\subset\mathbb{R}^m$ is an unknow dependency function. We are givenwith  a so-called \textit{learning set} whic is probably noisy  $D = \left(X, Y\right) = \left\{\left(\mathbf{x}_i, y_i = f(\mathbf{x}_i)\right), i = \overline{1, N}, \mathbf{x}\in\mathcal{X}\right\}$. The problem is to construct function $\hat{f}$ from specific class $(\vecX) = \hat{f}(\vecX | D_{learn})$ для исходной зависимости $\vecY = f(\vecX)$ по обучающей выборке $D_{learn}$. Если для всех $\vecX \in \XX$ (не только для $\vecX \in D_{learn}$) имеет место примерное равенство   \begin{equation}\label{eq:good_approx}