Calculating the matrix K at test inputs after training a Gaussian Process with fitrgp

조회 수: 10 (최근 30일)
If I trained a GP using training data D = {X, y} with fitrgp and I obtained my gprMdl:
gprMdl = fitrgp(data.X, data.Y, 'KernelFunction', 'squaredexponential', ...
'BasisFunction', 'none', 'verbose', 1, 'FitMethod', 'exact')
[ystar, ysd, yint] = predict(gprMdl, Xstar)
How can I obtain the matrix K(Xstar, Xstar)? I can not find the subfunction of the RegressionGP that calculates the matrices K.
Thanks

채택된 답변

Gautam Pendse
Gautam Pendse 2015년 11월 9일
Hi Umberto,
There is an undocumented way of calculating what you want. Here is an example:
rng(0,'twister');
N = 100;
x = linspace(-10,10,N)';
y = 1 + x*5e-2 + sin(x)./x + 0.2*randn(N,1);
gpr = fitrgp(x,y,'FitMethod','Exact','PredictMethod','Exact');
kfcn = gpr.Impl.Kernel.makeKernelAsFunctionOfXNXM(gpr.Impl.ThetaHat)
K = kfcn(x(1:5,:),x(1:7,:))
K(i,j) kernel function evaluated for x(i,:) and x(j,:). For example,
K(3,6)
kfcn(x(3,:),x(6,:))
I would be interested in knowing why you want to compute K.
Hope that helps,
Gautam
  댓글 수: 7
Sterling Baird
Sterling Baird 2021년 7월 25일
@Gautam Pendse does makeKernelAsFunctionOfXNXM produce the prior or posterior covariance matrix? If it's the prior, is there an undocumented function for producing the posterior covariance matrix (other than predictExactWithCov)? (happy to post as a separate question if this is too involved)
Sterling Baird
Sterling Baird 2021년 7월 25일
편집: Sterling Baird 2021년 7월 25일
I think I'm realizing that what I'm asking for is just the predictExactWithCov function (see Sampling from Posterior Distribution of GPR Model from fitrgp()). I think I misunderstood the "Exact" part of this function. I take it "exact" refers to not using sparse methods rather than assuming no noise in the input data (originally I was under the impression that it was the latter).

댓글을 달려면 로그인하십시오.

추가 답변 (1개)

Basim Khalid
Basim Khalid 2020년 11월 1일
I have images of 15 plant leaf diseases i have extructed features using GLCM , how can i make a classifier using Gussian , can anyone help lease

카테고리

Help CenterFile Exchange에서 Gaussian Process Regression에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by