Algorithm 3 Mixture of Experts Correct

$$\begin{array}{cc}\hfill & \mathbf{function}\text{CORRECT}(Z,R,\varphi )\hfill \\ \hfill & \widehat{Z}\leftarrow Z\hfill \\ \hfill & {\varphi }^{\ast }\leftarrow 1\Vert \varphi \hfill \\ \hfill & \mathbf{for}k\leftarrow 1\dots K\mathbf{do}\hfill \\ \hfill & W_k=({\varphi }^{\ast }\mathit{diag}(R_k){\varphi }^{\ast T}+\lambda I{)}^{-1}{\varphi }^{\ast }\mathit{diag}(R_k)Z^T\hfill \\ \hfill & W_{k[0,\cdot ]}\leftarrow 0\hfill \\ \hfill & \widehat{Z}=Z-W_k^T{\varphi }^{\ast }\mathit{diag}(R_k)\hfill \\ \hfill & \mathbf{return}\widehat{Z}\hfill \end{array}$$