return bound
@params_as_tensors
def _build_predict(self, Xnew, full_cov=False):
Compute the mean and variance of the latent function at some new points
Xnew. For a derivation of the terms in here, see the associated SGPR
notebook.
num_inducing = len(self.feature)
err = self.Y - self.mean_function(self.X)
Kuf = self.feature.Kuf(self.kern, self.X)
Kuu = self.feature.Kuu(self.kern, jitter=settings.numerics.jitter_level)
Kus = self.feature.Kuf(self.kern, Xnew)
sigma = tf.sqrt(self.likelihood.variance)
L = tf.cholesky(Kuu)
A = tf.matrix_triangular_solve(L, Kuf, lower=True) / sigma