The log marginal likelihood. See "2.3 Varying the Hyperparameters" on page 19 of Rasmussen and Williams' book.
1 | gp.log.marg.like(y, K = NULL, U = chol(K))
|
y |
The targets. |
K |
The covariance matrix (kernel), not needed if U is provided. |
U |
Cholesky decomposition of K (chol(K)). |
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