buildCzp: Reformat covariance matrix between units and parameters

In mgoulet847/tagi: Tractable Approximate Gaussian Inference in Neural Networks

Description

This function properly reformats covariance matrix between units and parameters Σ_{Zθ} for the update step.

Usage

buildCzp(Czw, Czb, currentHiddenUnit, prevHiddenUnit, batchSize)

Arguments

Czw	Covariance matrix between units and weights for the current layer
Czb	Covariance matrix between units and baises for the current layer
currentHiddenUnit	Number of units in the current layer
prevHiddenUnit	Number of units in the previous layer
batchSize	Number of observations trained at the same time

Value

Reformatted covariance matrix between units and parameters

mgoulet847/tagi documentation built on Dec. 21, 2021, 5:10 p.m.