ML Ch9-4

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ML Ch9-4

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蘇耘寬

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What are we actually doing with those features?

let’s look at that algebra again

p(fx | y, φX ) = N (fx ; φ!x µ + φ!x ΣφX (φ!X ΣφX + σ 2 I)−1 (y − φ!X µ),
φ!x Σφx − φ!x ΣφX (φ!X ΣφX + σ 2 I)−1 φ!X Σφx )
= N (fx ; mx + kxX (kXX + σ 2 I)−1 (y − mX ),
kxx − kxX (kXX + σ 2 I)−1 kXx )

using the abstraction / encapsulation

mx := φ!x µ m : X!R mean function

kab := φ!a Σφb k : X × X!R covariance function, aka. kernel

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ML Ch9-4

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ML Ch9-4

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What are we actually doing with those features?

let’s look at that algebra again

using the abstraction / encapsulation

mx := φ!x µ m : X!R mean function

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