# Add correlated noisy term to Bayesian Point Machine (Migrated from community.research.microsoft.com)

• ### Question

• shengbo posted on 03-15-2011 9:01 AM

Hi Team,

I want to ask a question of adding correlated Gaussian noise to the Bayesian Point Machine example that comes with Infer.net.

I see that the original example uses the following code:

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double noise = 0.1;

y[j] = Variable.GaussianFromMeanAndVariance(Variable.InnerProduct(w,x[j])

.Named("innerProduct"),noise)>0;

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If I want to add correlated Gaussian noise , could I replace the above with the following code:

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// create a multivariate Gaussian distributed random vector

Variable<Vector> noise = Variable.VectorGaussianFromMeanAndPrecision(Vector.Zero(incomes.Length), PositiveDefiniteMatrix.Identity(incomes.Length));

y[j] = Variable.GaussianFromMeanAndVariance(Variable.InnerProduct(w,x[j]).

Named("innerProduct"),Variable.GetItem(noise,i))>0;

-----------------------

This does not work for Infer.net because Variable.GetItem(noise, i) is not from Gamma. Could you please give me some suggestions on how to solve this?
Thanks a lot,
Shengbo

Friday, June 3, 2011 6:33 PM

• shengbo replied on 03-15-2011 9:42 AM

Thanks a lot for your quick reply. What you have written is exactly what I wanted. It solved the problem perfectly!

Cheers,
Shengbo

Friday, June 3, 2011 6:33 PM

### All replies

• minka replied on 03-15-2011 9:34 AM

You need to be clear on what model you are trying to implement.  I suspect that you really wanted this:

y[j] = (Variable.InnerProduct(w,x[j]).Named("innerProduct") + Variable.GetItem(noise,i))>0;

Friday, June 3, 2011 6:33 PM
• shengbo replied on 03-15-2011 9:42 AM

Thanks a lot for your quick reply. What you have written is exactly what I wanted. It solved the problem perfectly!

Cheers,
Shengbo

Friday, June 3, 2011 6:33 PM