kernel_model.py 文件源码

def predict_one(self, X, T, x, beta, C):
        """Predict one single new point ``x``.
        The hyperparameter ``beta`` and Gram matrix ``C`` should be estimated
        and calculated from the training data, respectively. """

        kXx = self.kernel.inner(X, x)
        kxx = self.kernel.inner(x, x)

        inv_C = linalg.inv(C)
        c = kxx + 1 / beta

        self.pred_mean = kXx.T.dot(inv_C).dot(T)
        self.pred_cov = c - kXx.T.dot(inv_C).dot(kXx)  # Why the cov so small ?

        return self.pred_mean, self.pred_cov