logpdf_regression

function logpdf_regression(x:Real[_], W:Real[_,_], σ2:Real[_], u:Real[_]) -> Real

Observe regression.

  • x: Outputs of the regression.
  • W: Weight matrix, where each column represents the weights for a different output.
  • σ2: Variance vector, where each element represents the variance for a different output.
  • u: Input.

Returns: the log probability density.