sgpr.py 文件源码

def _build_predict(self, Xnew, full_cov=False):
        """
        Compute the mean and variance of the latent function at some new points
        Xnew.
        """
        _, _, Luu, L, _, _, gamma = self._build_common_terms()
        Kus = self.feature.Kuf(self.kern, Xnew)  # size  M x Xnew

        w = tf.matrix_triangular_solve(Luu, Kus, lower=True)  # size M x Xnew

        tmp = tf.matrix_triangular_solve(tf.transpose(L), gamma, lower=False)
        mean = tf.matmul(w, tmp, transpose_a=True) + self.mean_function(Xnew)
        intermediateA = tf.matrix_triangular_solve(L, w, lower=True)

        if full_cov:
            var = self.kern.K(Xnew) - tf.matmul(w, w, transpose_a=True) \
                  + tf.matmul(intermediateA, intermediateA, transpose_a=True)
            var = tf.tile(tf.expand_dims(var, 2), tf.stack([1, 1, tf.shape(self.Y)[1]]))
        else:
            var = self.kern.Kdiag(Xnew) - tf.reduce_sum(tf.square(w), 0) \
                  + tf.reduce_sum(tf.square(intermediateA), 0)  # size Xnew,
            var = tf.tile(tf.expand_dims(var, 1), tf.stack([1, tf.shape(self.Y)[1]]))

        return mean, var