Comments (2)
duchao0726
commented on May 27, 2024
你好，谢谢关注我们的工作
- 为什么p分布的协方差矩阵初始值要用cholesky分解K(Z, Z)的方式初始化
只有q分布的协方差矩阵是参数化的，为了保证正定性，通过Cholesky三角阵初始化比较方便；p分布的协方差矩阵是由Kernel和Z确定的，代码中并没有“初始化”协方差矩阵，只是求了它的Cholesky分解Lp。通过先得到Lp，然后用triangular_solve相当于求了Lp的逆，然后平方，这样等价于用了K(Z,Z)的逆
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xnuohz
commented on May 27, 2024
明白了，谢谢
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