covarianceSz: Covariance matrix of units

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

Description

This function calculate the covariance matrix of the units Σ_{Z} for a given layer.

Usage

covarianceSz(mp, ma, Sp, Sa, idxFSwaF, idxFSwaFb)

Arguments

mp	Mean vector of parameters for the current layer
ma	Mean vector of activation units from previous layer
Sp	Covariance matrix of parameters for the current layer
Sa	Covariance matrix of activation units from previous layer
idxFSwaF	Indices for weights and for activation units for the current and previous layers respectively
idxFSwaFb	Indices for biases of the current layer

Value

Covariance matrix of units for the current layer Σ_{Z}

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