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Commit b2333c54 authored by Steve Schmerler's avatar Steve Schmerler
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Update noise comment

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1 merge request!1BLcourse2.3Add GP part
......@@ -310,9 +310,11 @@ for ax, (p_name, p_lst) in zip(axs, history.items()):
#
# $$\ma\Sigma = \testtest{\ma K} - \test{\ma K}\,(\ma K+\sigma_n^2\,\ma I)^{-1}\,\test{\ma K}^\top$$
#
# See
# https://elcorto.github.io/gp_playground/content/gp_pred_comp/notebook_plot.html
# for details.
# We find that $\ma\Sigma$ reflects behavior we would like to see from
# epistemic uncertainty -- it is high when we have no data
# (out-of-distribution). But this alone isn't the whole story. We need to add
# the estimated noise level $\sigma_n^2$ in order for the confidence band to
# cover the data.
# +
# Evaluation (predictive posterior) mode
......
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