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Pavel Erofeev edited GP.tex
over 9 years ago
Commit id: 9e6ec9ff9a84efd12e1a49a70b719a8b72816c0a
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Thus, aposterior mean funciton of Gaussian Process $f(\mathbf{x})$ in the points of test set $X_*$ takes form:
\begin{equation}
\label{meanNoise} \label{eq:mean_noise}
\hat{f}(X_*) = K_* \left(K + \tilde{\sigma}^2 I\right)^{-1} Y,
\end{equation}
where $I$ -- identity matrix of size $(N \times N)$.